+56.0%
ILMN vs CF
+557.2%
-501.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +6.2% | -14.4% | -9.0% |
| 7D | -28.3% | +0.4% | -28.7% | -28.5% |
| 30D | -24.0% | +2.2% | -26.2% | -24.5% |
| 3M | +4.1% | +2.1% | +2.0% | +3.2% |
| 6M | +49.6% | -6.5% | +56.1% | +49.9% |
| YTD | +58.6% | +55.6% | +3.0% | +43.6% |
| 1Y | +69.9% | +42.3% | +27.6% | +56.2% |
| 3Y | +82.9% | +55.7% | +27.1% | +62.6% |
| 5Y | -47.6% | +122.4% | -170.0% | -58.3% |
| All | +56.0% | +557.2% | -501.2% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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