+93.9%
ILMN vs CAI
+12.6%
+81.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.1% |
| 7D | -21.6% | -6.3% | -15.3% | -20.2% |
| 30D | -22.9% | +9.3% | -32.2% | -23.9% |
| 3M | +11.6% | +106.3% | -94.7% | +2.0% |
| 6M | +62.5% | +77.7% | -15.2% | +50.3% |
| YTD | +72.7% | +23.1% | +49.6% | +59.6% |
| 1Y | +93.9% | +6.5% | +87.3% | +79.8% |
| All | +93.9% | +12.6% | +81.3% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling