+4,745.8%
CCJ vs ILMN
+1,366.8%
+3,379.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.9% | +4.0% |
| 7D | -7.3% | -9.7% | +2.4% | -6.1% |
| 30D | -20.0% | -20.4% | +0.5% | -17.7% |
| 3M | -23.8% | +10.0% | -33.9% | -25.0% |
| 6M | -42.4% | +49.5% | -91.9% | -45.6% |
| YTD | -22.1% | +62.5% | -84.6% | -27.4% |
| 1Y | -20.8% | +76.0% | -96.8% | -27.0% |
| 3Y | +75.7% | +94.2% | -18.4% | +55.9% |
| 5Y | +167.4% | -46.3% | +213.8% | +174.0% |
| 10Y | +826.3% | +62.7% | +763.6% | +729.5% |
| All | +4,745.8% | +1,366.8% | +3,379.0% | +3,135.3% |
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