+322.3%
CMG vs ILMN
+25.5%
+296.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.8% |
| 7D | -6.5% | -3.9% | -2.6% | -5.7% |
| 30D | +12.1% | +6.9% | +5.2% | +10.2% |
| 3M | +20.6% | +28.1% | -7.5% | +13.5% |
| 6M | +2.1% | +65.0% | -62.9% | -9.9% |
| YTD | -2.6% | +56.3% | -58.9% | -13.5% |
| 1Y | -8.7% | +108.7% | -117.4% | -25.7% |
| 3Y | -7.4% | +33.1% | -40.5% | -18.6% |
| 5Y | -5.7% | -54.1% | +48.4% | +8.8% |
| 10Y | +322.3% | +27.8% | +294.5% | +255.4% |
| All | +322.3% | +25.5% | +296.9% | +255.4% |
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