+29.8%
ILMN vs CFG
+362.1%
-332.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -6.0% | -0.8% | -5.2% | -5.7% |
| 30D | -23.0% | +3.1% | -26.2% | -23.7% |
| 3M | +10.4% | -9.7% | +20.1% | +13.9% |
| 6M | +49.4% | +6.7% | +42.7% | +45.8% |
| YTD | +62.3% | +15.2% | +47.2% | +53.6% |
| 1Y | +73.7% | +28.8% | +44.9% | +58.4% |
| 3Y | +122.5% | +190.1% | -67.6% | +55.3% |
| 5Y | -43.2% | +63.4% | -106.6% | -53.9% |
| 10Y | +59.0% | +219.8% | -160.8% | -9.8% |
| All | +29.8% | +362.1% | -332.3% | -35.7% |
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