-16.8%
CMG vs ILMN
+88.1%
-104.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -2.9% |
| 7D | +8.0% | -9.7% | +17.7% | +8.5% |
| 30D | +11.9% | -20.4% | +32.3% | +13.1% |
| 3M | +2.1% | +10.0% | -7.9% | -0.4% |
| 6M | +5.2% | +49.5% | -44.3% | -0.4% |
| YTD | -6.9% | +62.5% | -69.4% | -12.9% |
| 1Y | +12.7% | +76.0% | -63.3% | +4.6% |
| 3Y | -16.8% | +94.2% | -111.0% | -24.9% |
| All | -16.8% | +88.1% | -104.8% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling