+6.2%
ILMN vs CRBG
+117.3%
-111.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.1% | +2.2% |
| 7D | -5.4% | +0.6% | -6.0% | -5.5% |
| 30D | +7.0% | +2.6% | +4.4% | +6.3% |
| 3M | +24.2% | +24.0% | +0.2% | +17.7% |
| 6M | +69.9% | +50.5% | +19.4% | +52.8% |
| YTD | +57.4% | +17.1% | +40.3% | +49.5% |
| 1Y | +107.9% | +5.9% | +102.0% | +102.6% |
| 3Y | +37.1% | +122.7% | -85.6% | +9.2% |
| All | +6.2% | +117.3% | -111.1% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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