-28.5%
CCL vs ILMN
+61.7%
-90.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +2.8% |
| 7D | +3.1% | -2.6% | +5.6% | +3.7% |
| 30D | +17.5% | -20.6% | +38.2% | +26.2% |
| 3M | +6.8% | +17.5% | -10.6% | -3.4% |
| 6M | +18.7% | +55.6% | -36.9% | -5.2% |
| YTD | +3.0% | +68.3% | -65.3% | -21.6% |
| 1Y | +17.7% | +81.1% | -63.4% | -13.0% |
| 3Y | +155.6% | +112.2% | +43.4% | +62.6% |
| 5Y | +30.2% | -42.6% | +72.8% | +39.6% |
| 10Y | -28.5% | +70.5% | -99.0% | -44.2% |
| All | -28.5% | +61.7% | -90.2% | -44.2% |
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