+41.8%
CDE vs ILMN
+1,401.8%
-1,360.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | +0.5% | +1.2% | -0.7% | +0.4% |
| 30D | +21.9% | +9.2% | +12.7% | +20.6% |
| 3M | +14.9% | +29.8% | -14.9% | +11.1% |
| 6M | -10.5% | +69.2% | -79.7% | -16.6% |
| YTD | +19.3% | +66.4% | -47.1% | +11.2% |
| 1Y | +50.8% | +123.4% | -72.6% | +34.8% |
| 3Y | +782.3% | +33.2% | +749.2% | +731.5% |
| 5Y | +191.7% | -52.0% | +243.6% | +203.3% |
| 10Y | +57.6% | +33.6% | +24.0% | +47.6% |
| All | +41.8% | +1,401.8% | -1,360.0% | +39.3% |
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