+3,812.5%
CMG vs ILMN
+2,100.9%
+1,711.6%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -3.2% |
| 7D | +8.0% | -9.7% | +17.7% | +9.9% |
| 30D | +11.9% | -20.4% | +32.3% | +16.0% |
| 3M | +2.1% | +10.0% | -7.9% | -1.9% |
| 6M | +5.2% | +49.5% | -44.3% | -5.8% |
| YTD | -6.9% | +62.5% | -69.4% | -18.8% |
| 1Y | +12.7% | +76.0% | -63.3% | -3.4% |
| 3Y | -16.8% | +94.2% | -111.0% | -33.6% |
| 5Y | -4.1% | -46.3% | +42.3% | -0.8% |
| 10Y | +364.7% | +62.7% | +302.0% | +265.8% |
| All | +3,812.5% | +2,100.9% | +1,711.6% | +1,401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling