+76.6%
ILMN vs CFG
+28.5%
+48.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.6% |
| 7D | -9.8% | +0.7% | -10.5% | -9.8% |
| 30D | -22.7% | +2.8% | -25.5% | -22.8% |
| 3M | +12.1% | -10.1% | +22.1% | +13.5% |
| 6M | +51.5% | +3.2% | +48.3% | +51.2% |
| YTD | +63.9% | +14.2% | +49.7% | +51.7% |
| 1Y | +76.6% | +27.4% | +49.2% | +54.9% |
| All | +76.6% | +28.5% | +48.1% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling