+492.8%
CEG vs ILMN
-44.4%
+537.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.2% | +5.7% | -1.4% |
| 7D | -9.4% | -28.3% | +18.9% | -5.6% |
| 30D | -20.2% | -24.0% | +3.7% | -17.5% |
| 3M | -9.5% | +4.1% | -13.5% | -10.7% |
| 6M | -25.0% | +49.6% | -74.5% | -29.9% |
| YTD | -31.9% | +58.6% | -90.4% | -37.2% |
| 1Y | -33.7% | +69.9% | -103.5% | -39.5% |
| 3Y | +108.7% | +82.9% | +25.8% | +78.1% |
| All | +492.8% | -44.4% | +537.1% | +542.7% |
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