+70.5%
ILMN vs CFG
+248.3%
-177.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.6% | +2.7% |
| 7D | -2.6% | +0.3% | -2.8% | -2.6% |
| 30D | -20.6% | +3.2% | -23.9% | -21.3% |
| 3M | +17.5% | -9.7% | +27.2% | +21.0% |
| 6M | +55.6% | +3.6% | +52.0% | +53.3% |
| YTD | +68.3% | +14.7% | +53.6% | +59.8% |
| 1Y | +81.1% | +29.6% | +51.5% | +65.5% |
| 3Y | +112.2% | +190.6% | -78.4% | +50.7% |
| 5Y | -42.6% | +67.1% | -109.7% | -53.3% |
| 10Y | +70.5% | +237.0% | -166.5% | +13.1% |
| All | +70.5% | +248.3% | -177.8% | +13.1% |
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