+100.0%
CCL vs ILMN
+1,401.8%
-1,301.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -5.0% | +1.2% | -6.3% | -5.3% |
| 30D | -20.3% | +9.2% | -29.5% | -21.8% |
| 3M | -15.1% | +29.8% | -45.0% | -19.5% |
| 6M | -15.1% | +69.2% | -84.3% | -23.4% |
| YTD | -21.8% | +66.4% | -88.2% | -29.6% |
| 1Y | -24.8% | +123.4% | -148.2% | -36.4% |
| 3Y | +51.9% | +33.2% | +18.7% | +38.8% |
| 5Y | +4.0% | -52.0% | +56.0% | +11.3% |
| 10Y | -42.2% | +33.6% | -75.8% | -47.4% |
| All | +100.0% | +1,401.8% | -1,301.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling