-43.2%
ILMN vs CFG
+66.4%
-109.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -6.0% | -0.8% | -5.2% | -5.6% |
| 30D | -23.0% | +3.1% | -26.2% | -23.8% |
| 3M | +10.4% | -9.7% | +20.1% | +14.6% |
| 6M | +49.4% | +6.7% | +42.7% | +44.8% |
| YTD | +62.3% | +15.2% | +47.2% | +51.2% |
| 1Y | +73.7% | +28.8% | +44.9% | +54.4% |
| 3Y | +122.5% | +190.1% | -67.6% | +40.4% |
| 5Y | -43.2% | +63.4% | -106.6% | -55.2% |
| All | -43.2% | +66.4% | -109.6% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling