+56.0%
ILMN vs CFG
+216.2%
-160.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | -2.9% | +3.2% | -6.1% | -3.8% |
| 30D | -23.8% | +5.1% | -29.0% | -24.9% |
| 3M | +7.5% | -11.2% | +18.7% | +11.3% |
| 6M | +42.8% | +9.6% | +33.2% | +38.3% |
| YTD | +57.8% | +15.0% | +42.9% | +49.8% |
| 1Y | +72.6% | +29.9% | +42.7% | +57.6% |
| 3Y | +129.3% | +192.1% | -62.7% | +62.7% |
| 5Y | -44.5% | +62.3% | -106.8% | -54.5% |
| All | +56.0% | +216.2% | -160.2% | +11.8% |
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