+89.5%
ILMN vs CF
+56.6%
+32.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | +6.2% | -14.4% | -8.2% |
| 7D | -28.3% | +0.4% | -28.7% | -28.3% |
| 30D | -24.0% | +2.2% | -26.2% | -24.0% |
| 3M | +4.1% | +2.1% | +2.0% | +4.0% |
| 6M | +49.6% | -6.5% | +56.1% | +50.0% |
| YTD | +58.6% | +55.6% | +3.0% | +47.0% |
| 1Y | +69.9% | +42.3% | +27.6% | +59.8% |
| All | +89.5% | +56.6% | +32.9% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling