+123.0%
ILMN vs CAI
-11.0%
+134.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.8% |
| 7D | -9.2% | -5.1% | -4.1% | -8.6% |
| 30D | +4.4% | +3.9% | +0.5% | +3.8% |
| 3M | +23.9% | +40.1% | -16.2% | +19.0% |
| 6M | +64.5% | +29.7% | +34.8% | +58.1% |
| YTD | +53.5% | -10.9% | +64.4% | +52.0% |
| 1Y | +110.8% | -28.0% | +138.8% | +112.4% |
| All | +123.0% | -11.0% | +134.0% | +121.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling