+31.8%
ILMN vs CF
+569.3%
-537.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -1.1% |
| 7D | +1.2% | +6.0% | -4.8% | +0.3% |
| 30D | +9.2% | +14.8% | -5.7% | +6.8% |
| 3M | +29.8% | +14.1% | +15.8% | +26.9% |
| 6M | +69.2% | +28.5% | +40.7% | +59.8% |
| YTD | +66.4% | +74.9% | -8.6% | +48.2% |
| 1Y | +123.4% | +61.7% | +61.7% | +101.1% |
| 3Y | +33.2% | +80.3% | -47.2% | +15.6% |
| 5Y | -52.0% | +226.0% | -277.9% | -64.8% |
| All | +31.8% | +569.3% | -537.5% | -19.1% |
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