+151.7%
CCL vs ILMN
+1,331.5%
-1,179.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -8.2% | +2.7% | -4.0% |
| 7D | +2.6% | -28.3% | +30.9% | +8.3% |
| 30D | +11.3% | -24.0% | +35.3% | +16.2% |
| 3M | +0.3% | +4.1% | -3.8% | -1.9% |
| 6M | +16.1% | +49.6% | -33.4% | +5.9% |
| YTD | -1.6% | +58.6% | -60.1% | -11.6% |
| 1Y | +11.8% | +69.9% | -58.1% | -0.9% |
| 3Y | +139.6% | +82.9% | +56.7% | +104.8% |
| 5Y | +21.3% | -47.6% | +68.9% | +27.0% |
| 10Y | -29.8% | +58.8% | -88.6% | -37.7% |
| All | +151.7% | +1,331.5% | -1,179.8% | +38.6% |
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 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