-4.6%
CDE vs ILMN
+1,342.1%
-1,346.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.6% |
| 7D | -2.3% | +0.7% | -3.0% | -2.3% |
| 30D | -12.1% | -22.7% | +10.7% | -9.2% |
| 3M | -23.9% | +8.6% | -32.6% | -25.0% |
| 6M | -29.0% | +43.8% | -72.8% | -32.7% |
| YTD | -19.7% | +59.8% | -79.5% | -25.1% |
| 1Y | -8.4% | +71.8% | -80.2% | -15.3% |
| 3Y | +578.5% | +119.0% | +459.5% | +501.1% |
| 5Y | +100.2% | -43.8% | +144.0% | +104.2% |
| 10Y | +56.5% | +56.4% | 0.0% | +44.8% |
| All | -4.6% | +1,342.1% | -1,346.7% | -6.2% |
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