+518.2%
CEG vs ILMN
-43.0%
+561.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +4.0% |
| 7D | -4.7% | -9.7% | +4.9% | -3.4% |
| 30D | -16.6% | -20.4% | +3.8% | -14.2% |
| 3M | -4.1% | +10.0% | -14.1% | -6.1% |
| 6M | -22.3% | +49.5% | -71.8% | -27.4% |
| YTD | -28.9% | +62.5% | -91.4% | -34.7% |
| 1Y | -28.5% | +76.0% | -104.4% | -35.1% |
| 3Y | +104.3% | +94.2% | +10.1% | +72.6% |
| All | +518.2% | -43.0% | +561.2% | +568.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling