+1.4%
CCL vs ILMN
-51.8%
+53.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | -5.0% | +1.2% | -6.3% | -5.5% |
| 30D | -20.3% | +9.2% | -29.5% | -23.5% |
| 3M | -15.1% | +29.8% | -45.0% | -24.4% |
| 6M | -15.1% | +69.2% | -84.3% | -32.4% |
| YTD | -21.8% | +66.4% | -88.2% | -38.2% |
| 1Y | -24.8% | +123.4% | -148.2% | -48.6% |
| 3Y | +51.9% | +33.2% | +18.7% | +23.7% |
| All | +1.4% | -51.8% | +53.2% | +4.1% |
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