+1,018.6%
ILMN vs CRL
+1,097.4%
-78.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.8% | -5.4% | -1.4% |
| 7D | -9.7% | -6.1% | -3.6% | -6.9% |
| 30D | -20.4% | +12.4% | -32.8% | -24.5% |
| 3M | +10.0% | +27.1% | -17.1% | -1.2% |
| 6M | +49.5% | +85.7% | -36.2% | +10.4% |
| YTD | +62.5% | +69.2% | -6.7% | +23.3% |
| 1Y | +76.0% | +97.5% | -21.5% | +23.6% |
| 3Y | +94.2% | +86.1% | +8.1% | +31.7% |
| 5Y | -46.3% | -10.0% | -36.3% | -49.1% |
| 10Y | +62.7% | +395.0% | -332.2% | -32.7% |
| All | +1,018.6% | +1,097.4% | -78.8% | +177.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling