+62.6%
CSGP vs ILMN
+59.3%
+3.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -7.1% | -6.0% | -1.1% | -5.7% |
| 30D | +3.6% | -23.0% | +26.7% | +8.9% |
| 3M | -2.7% | +10.4% | -13.1% | -8.8% |
| 6M | -8.0% | +49.4% | -57.5% | -21.9% |
| YTD | -55.0% | +62.3% | -117.3% | -63.0% |
| 1Y | -55.8% | +73.7% | -129.4% | -64.4% |
| 3Y | -62.0% | +122.5% | -184.5% | -73.4% |
| 5Y | -62.9% | -43.2% | -19.8% | -60.8% |
| 10Y | +62.6% | +59.0% | +3.7% | +34.7% |
| All | +62.6% | +59.3% | +3.3% | +34.7% |
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