+44.1%
CSGP vs ILMN
+33.5%
+10.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -2.0% |
| 7D | -4.1% | +1.2% | -5.3% | -4.4% |
| 30D | +2.3% | +9.2% | -6.9% | -0.5% |
| 3M | -8.2% | +29.8% | -38.0% | -15.6% |
| 6M | -35.1% | +69.2% | -104.3% | -45.0% |
| YTD | -54.0% | +66.4% | -120.4% | -61.0% |
| 1Y | -65.3% | +123.4% | -188.7% | -73.5% |
| 3Y | -62.6% | +33.2% | -95.7% | -67.8% |
| 5Y | -64.8% | -52.0% | -12.9% | -59.8% |
| All | +44.1% | +33.5% | +10.6% | +16.3% |
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