+59.0%
ILMN vs CRS
+882.2%
-823.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.5% |
| 7D | -6.0% | +4.4% | -10.4% | -6.9% |
| 30D | -23.0% | -19.1% | -3.9% | -19.8% |
| 3M | +10.4% | -43.2% | +53.7% | +23.7% |
| 6M | +49.4% | -28.9% | +78.3% | +58.5% |
| YTD | +62.3% | -3.0% | +65.3% | +59.5% |
| 1Y | +73.7% | -5.3% | +79.0% | +71.4% |
| 3Y | +122.5% | +363.5% | -241.0% | +48.0% |
| 5Y | -43.2% | +858.2% | -901.3% | -69.0% |
| 10Y | +59.0% | +862.9% | -804.0% | -19.0% |
| All | +59.0% | +882.2% | -823.3% | -19.0% |
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