+145.2%
CCL vs ILMN
+124.5%
+20.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -1.5% | -6.0% | +4.5% | -0.1% |
| 30D | +16.5% | -23.0% | +39.5% | +22.9% |
| 3M | +11.2% | +10.4% | +0.8% | +4.9% |
| 6M | +22.6% | +49.4% | -26.8% | +4.5% |
| YTD | +2.6% | +62.3% | -59.8% | -15.8% |
| 1Y | +17.0% | +73.7% | -56.7% | -6.0% |
| All | +145.2% | +124.5% | +20.7% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling