+358.4%
CMG vs ILMN
+64.4%
+294.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.1% |
| 7D | +8.0% | -9.8% | +17.8% | +10.2% |
| 30D | +13.7% | -22.7% | +36.4% | +19.0% |
| 3M | +11.8% | +12.1% | -0.3% | +6.2% |
| 6M | +10.6% | +51.5% | -40.9% | -2.6% |
| YTD | -2.9% | +63.9% | -66.8% | -16.8% |
| 1Y | +17.8% | +76.6% | -58.7% | -0.9% |
| 3Y | -15.3% | +124.6% | -139.9% | -37.4% |
| 5Y | -0.9% | -42.7% | +41.8% | +5.9% |
| 10Y | +358.4% | +59.7% | +298.7% | +247.4% |
| All | +358.4% | +64.4% | +294.0% | +247.4% |
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 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