+59.8%
ILMN vs CF
+561.7%
-501.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | -9.7% | -3.2% | -6.5% | -9.4% |
| 30D | -20.4% | +4.3% | -24.7% | -21.2% |
| 3M | +10.0% | +2.8% | +7.2% | +9.1% |
| 6M | +49.5% | +0.6% | +48.9% | +48.2% |
| YTD | +62.5% | +56.6% | +5.9% | +47.0% |
| 1Y | +76.0% | +49.6% | +26.4% | +60.4% |
| 3Y | +94.2% | +61.5% | +32.7% | +71.5% |
| 5Y | -46.3% | +124.0% | -170.3% | -57.3% |
| All | +59.8% | +561.7% | -501.9% | +9.5% |
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