+112.2%
ILMN vs CRS
+365.2%
-253.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.7% | -6.1% | +1.7% |
| 7D | -2.6% | +4.9% | -7.5% | -3.4% |
| 30D | -20.6% | -20.8% | +0.2% | -17.6% |
| 3M | +17.5% | -46.4% | +63.9% | +30.1% |
| 6M | +55.6% | -28.6% | +84.2% | +62.6% |
| YTD | +68.3% | -2.8% | +71.1% | +64.9% |
| 1Y | +81.1% | -6.7% | +87.8% | +78.7% |
| 3Y | +112.2% | +368.0% | -255.9% | +45.2% |
| All | +112.2% | +365.2% | -253.0% | +45.2% |
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