+41.7%
ILMN vs CRS
+680.8%
-639.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.8% |
| 7D | +1.2% | -0.2% | +1.5% | +1.2% |
| 30D | +9.2% | -16.6% | +25.8% | +12.6% |
| 3M | +29.8% | -3.5% | +33.3% | +29.8% |
| 6M | +69.2% | +15.4% | +53.8% | +62.8% |
| YTD | +66.4% | +51.2% | +15.2% | +51.3% |
| 1Y | +123.4% | +98.3% | +25.1% | +90.0% |
| All | +41.7% | +680.8% | -639.1% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling