+55.4%
CCL vs ILMN
+33.7%
+21.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -5.0% | +1.2% | -6.3% | -5.4% |
| 30D | -20.3% | +9.2% | -29.5% | -22.7% |
| 3M | -15.1% | +29.8% | -45.0% | -22.3% |
| 6M | -15.1% | +69.2% | -84.3% | -28.8% |
| YTD | -21.8% | +66.4% | -88.2% | -34.7% |
| 1Y | -24.8% | +123.4% | -148.2% | -43.9% |
| All | +55.4% | +33.7% | +21.7% | +19.3% |
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 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