+59.8%
ILMN vs CFG
+242.7%
-182.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.4% | +2.7% |
| 7D | -9.7% | -0.9% | -8.8% | -9.5% |
| 30D | -20.4% | +1.1% | -21.5% | -20.6% |
| 3M | +10.0% | -12.0% | +22.0% | +14.2% |
| 6M | +49.5% | -2.2% | +51.7% | +49.9% |
| YTD | +62.5% | +11.4% | +51.1% | +55.7% |
| 1Y | +76.0% | +27.8% | +48.1% | +61.5% |
| 3Y | +94.2% | +173.3% | -79.1% | +40.7% |
| 5Y | -46.3% | +62.4% | -108.8% | -55.9% |
| All | +59.8% | +242.7% | -182.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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