+10.9%
CMG vs ILMN
+92.1%
-81.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.9% | +10.7% | +5.9% |
| 7D | +22.5% | -21.6% | +44.1% | +23.1% |
| 30D | +14.1% | -22.9% | +37.0% | +15.0% |
| 3M | +4.1% | +11.6% | -7.5% | -0.2% |
| 6M | +10.1% | +62.5% | -52.5% | +0.5% |
| YTD | -4.9% | +72.7% | -77.6% | -16.7% |
| 1Y | +10.9% | +93.9% | -83.0% | -10.4% |
| All | +10.9% | +92.1% | -81.2% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling