+26.8%
ILMN vs CFG
+351.2%
-324.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.1% | -5.0% | -7.2% |
| 7D | -28.3% | -2.2% | -26.1% | -27.7% |
| 30D | -24.0% | +0.4% | -24.3% | -24.0% |
| 3M | +4.1% | -12.6% | +16.7% | +8.5% |
| 6M | +49.6% | +0.6% | +48.9% | +48.7% |
| YTD | +58.6% | +12.4% | +46.1% | +51.2% |
| 1Y | +69.9% | +27.7% | +42.2% | +55.3% |
| 3Y | +82.9% | +172.4% | -89.5% | +30.1% |
| 5Y | -47.6% | +64.0% | -111.6% | -57.5% |
| 10Y | +58.8% | +252.8% | -194.0% | -14.1% |
| All | +26.8% | +351.2% | -324.4% | -36.7% |
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