+325.9%
CMG vs ILMN
+54.3%
+271.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +2.5% | -2.9% | +5.3% | +3.1% |
| 30D | +15.6% | -23.8% | +39.4% | +21.3% |
| 3M | +8.2% | +7.5% | +0.7% | +3.7% |
| 6M | +9.9% | +42.8% | -32.9% | -1.9% |
| YTD | -4.6% | +57.8% | -62.5% | -17.7% |
| 1Y | +12.4% | +72.6% | -60.2% | -5.0% |
| 3Y | -18.0% | +129.3% | -147.3% | -39.9% |
| 5Y | -5.3% | -44.5% | +39.2% | +1.8% |
| All | +325.9% | +54.3% | +271.6% | +224.2% |
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