+6,746.7%
CCJ vs ILMN
+1,401.8%
+5,344.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +0.7% | +1.2% | -0.5% | +0.6% |
| 30D | +6.9% | +9.2% | -2.3% | +5.6% |
| 3M | -11.6% | +29.8% | -41.5% | -14.7% |
| 6M | -16.2% | +69.2% | -85.4% | -21.9% |
| YTD | +10.1% | +66.4% | -56.3% | +2.6% |
| 1Y | +32.3% | +123.4% | -91.1% | +17.9% |
| 3Y | +171.3% | +33.2% | +138.1% | +153.1% |
| 5Y | +372.4% | -52.0% | +424.4% | +391.6% |
| 10Y | +1,070.0% | +33.6% | +1,036.4% | +966.5% |
| All | +6,746.7% | +1,401.8% | +5,344.9% | +4,474.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling