+22.8%
CCL vs ILMN
-46.1%
+69.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.4% |
| 7D | +3.1% | -9.7% | +12.8% | +6.5% |
| 30D | +13.7% | -20.4% | +34.1% | +21.5% |
| 3M | +3.8% | +10.0% | -6.2% | -3.9% |
| 6M | +9.3% | +49.5% | -40.2% | -11.7% |
| YTD | -1.1% | +62.5% | -63.6% | -24.0% |
| 1Y | +14.6% | +76.0% | -61.4% | -14.9% |
| 3Y | +146.4% | +94.2% | +52.2% | +58.9% |
| All | +22.8% | -46.1% | +69.0% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling