+133.8%
ILMN vs CAI
-8.1%
+141.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +12.3% | +9.1% | +3.1% | +11.0% |
| 3M | +33.5% | +53.8% | -20.2% | +26.7% |
| 6M | +69.4% | +33.5% | +35.9% | +62.2% |
| YTD | +60.9% | -8.0% | +68.9% | +58.7% |
| 1Y | +115.0% | -28.7% | +143.7% | +116.8% |
| All | +133.8% | -8.1% | +141.9% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling