+59.7%
ILMN vs CRL
+353.6%
-294.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -1.5% |
| 7D | -9.8% | -1.7% | -8.1% | -9.0% |
| 30D | -22.7% | +14.6% | -37.3% | -27.9% |
| 3M | +12.1% | +24.8% | -12.8% | +0.4% |
| 6M | +51.5% | +94.7% | -43.2% | +5.6% |
| YTD | +63.9% | +73.4% | -9.5% | +19.1% |
| 1Y | +76.6% | +104.7% | -28.1% | +16.9% |
| 3Y | +124.6% | +101.1% | +23.5% | +38.3% |
| 5Y | -42.7% | -10.8% | -31.9% | -44.6% |
| 10Y | +59.7% | +358.8% | -299.1% | -42.5% |
| All | +59.7% | +353.6% | -294.0% | -42.5% |
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