+31.9%
ILMN vs CRL
+251.0%
-219.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.7% |
| 7D | +1.2% | -1.0% | +2.2% | +1.8% |
| 30D | +9.2% | +10.7% | -1.5% | +3.6% |
| 3M | +29.8% | +55.3% | -25.4% | +2.0% |
| 6M | +69.2% | +60.7% | +8.5% | +28.4% |
| YTD | +66.4% | +44.6% | +21.8% | +32.4% |
| 1Y | +123.4% | +77.7% | +45.7% | +57.6% |
| 3Y | +33.2% | +37.6% | -4.5% | +0.9% |
| 5Y | -52.0% | -35.8% | -16.1% | -45.1% |
| All | +31.9% | +251.0% | -219.1% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling