+27.8%
ILMN vs CRS
+1,345.8%
-1,317.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.8% | -2.9% |
| 7D | -3.9% | -0.5% | -3.3% | -3.7% |
| 30D | +6.9% | -18.1% | +25.0% | +11.3% |
| 3M | +28.1% | -12.4% | +40.5% | +31.0% |
| 6M | +65.0% | +15.9% | +49.0% | +58.0% |
| YTD | +56.3% | +45.8% | +10.5% | +41.5% |
| 1Y | +108.7% | +87.8% | +21.0% | +77.2% |
| 3Y | +33.1% | +648.7% | -615.6% | -19.9% |
| 5Y | -54.1% | +1,416.6% | -1,470.7% | -77.2% |
| 10Y | +27.8% | +1,412.7% | -1,384.8% | -37.9% |
| All | +27.8% | +1,345.8% | -1,317.9% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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