+157.0%
CCJ vs ILMN
-46.1%
+203.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.9% | +3.8% |
| 7D | -7.3% | -9.7% | +2.4% | -5.3% |
| 30D | -20.0% | -20.4% | +0.5% | -16.1% |
| 3M | -23.8% | +10.0% | -33.9% | -25.9% |
| 6M | -42.4% | +49.5% | -91.9% | -47.7% |
| YTD | -22.1% | +62.5% | -84.6% | -31.1% |
| 1Y | -20.8% | +76.0% | -96.8% | -31.2% |
| 3Y | +75.7% | +94.2% | -18.4% | +39.7% |
| All | +157.0% | -46.1% | +203.1% | +221.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling