+72.6%
ILMN vs CAI
-6.2%
+78.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.8% | +2.6% | -0.2% |
| 7D | -2.9% | -8.7% | +5.8% | -0.6% |
| 30D | -23.8% | -23.8% | 0.0% | -18.0% |
| 3M | +7.5% | +3.9% | +3.6% | +10.7% |
| 6M | +42.8% | +56.8% | -14.1% | +39.2% |
| YTD | +57.8% | -14.6% | +72.4% | +57.7% |
| 1Y | +72.6% | -5.2% | +77.8% | +75.9% |
| All | +72.6% | -6.2% | +78.8% | +75.9% |
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 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