+59.7%
ILMN vs CFG
+230.2%
-170.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.5% |
| 7D | -9.8% | +0.7% | -10.5% | -9.9% |
| 30D | -22.7% | +2.8% | -25.5% | -23.3% |
| 3M | +12.1% | -10.1% | +22.1% | +15.6% |
| 6M | +51.5% | +3.2% | +48.3% | +49.5% |
| YTD | +63.9% | +14.2% | +49.7% | +55.8% |
| 1Y | +76.6% | +27.4% | +49.2% | +62.2% |
| 3Y | +124.6% | +187.6% | -63.0% | +60.2% |
| 5Y | -42.7% | +65.7% | -108.4% | -53.3% |
| 10Y | +59.7% | +219.7% | -160.0% | +15.6% |
| All | +59.7% | +230.2% | -170.5% | +15.6% |
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