+14.2%
CCL vs ILMN
+72.2%
-58.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -1.2% | -2.9% | +1.7% | -0.9% |
| 30D | +13.1% | -23.8% | +37.0% | +15.5% |
| 3M | +3.4% | +7.5% | -4.1% | -0.7% |
| 6M | +18.7% | +42.8% | -24.1% | +5.6% |
| YTD | -2.3% | +57.8% | -60.1% | -20.3% |
| 1Y | +14.2% | +72.6% | -58.4% | -10.4% |
| All | +14.2% | +72.2% | -58.0% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling