+562.3%
CEG vs ILMN
-42.5%
+604.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.4% | -2.6% |
| 7D | +1.7% | -9.8% | +11.4% | +3.1% |
| 30D | -10.2% | -22.7% | +12.6% | -7.3% |
| 3M | -0.8% | +12.1% | -12.9% | -3.1% |
| 6M | -11.5% | +51.5% | -63.0% | -17.4% |
| YTD | -23.9% | +63.9% | -87.7% | -30.1% |
| 1Y | -25.4% | +76.6% | -102.0% | -32.3% |
| 3Y | +124.2% | +124.6% | -0.4% | +84.2% |
| All | +562.3% | -42.5% | +604.8% | +615.3% |
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 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