+33.0%
ILMN vs CFG
+396.4%
-363.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +1.2% | +1.5% | -0.3% | +0.8% |
| 30D | +9.2% | -3.8% | +13.0% | +10.4% |
| 3M | +29.8% | +11.5% | +18.4% | +25.2% |
| 6M | +69.2% | +19.2% | +50.0% | +59.2% |
| YTD | +66.4% | +23.7% | +42.7% | +53.9% |
| 1Y | +123.4% | +38.8% | +84.6% | +98.5% |
| 3Y | +33.2% | +178.9% | -145.7% | -6.2% |
| 5Y | -52.0% | +101.8% | -153.7% | -63.5% |
| 10Y | +33.6% | +317.3% | -283.7% | -32.0% |
| All | +33.0% | +396.4% | -363.3% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling