-29.4%
CCL vs ILMN
+59.3%
-88.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -1.5% | -6.0% | +4.5% | +0.8% |
| 30D | +16.5% | -23.0% | +39.5% | +26.5% |
| 3M | +11.2% | +10.4% | +0.8% | +3.0% |
| 6M | +22.6% | +49.4% | -26.8% | -0.7% |
| YTD | +2.6% | +62.3% | -59.8% | -20.8% |
| 1Y | +17.0% | +73.7% | -56.7% | -12.2% |
| 3Y | +145.5% | +122.5% | +23.0% | +52.9% |
| 5Y | +36.1% | -43.2% | +79.3% | +46.4% |
| 10Y | -29.4% | +59.0% | -88.4% | -43.9% |
| All | -29.4% | +59.3% | -88.7% | -43.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling