+5.6%
CDE vs ILMN
+92.1%
-86.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.9% | +13.6% | +10.2% |
| 7D | +1.1% | -21.6% | +22.7% | +8.7% |
| 30D | -14.5% | -22.9% | +8.4% | -7.7% |
| 3M | -10.1% | +11.6% | -21.6% | -15.7% |
| 6M | -16.9% | +62.5% | -79.4% | -30.1% |
| YTD | -18.1% | +72.7% | -90.9% | -34.5% |
| 1Y | +5.6% | +93.9% | -88.2% | -21.9% |
| All | +5.6% | +92.1% | -86.5% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling