+43.8%
ILMN vs CRS
-30.0%
+73.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.2% |
| 7D | +0.7% | +7.4% | -6.7% | -0.8% |
| 30D | -22.7% | -21.2% | -1.5% | -20.8% |
| 3M | +8.6% | -43.3% | +51.9% | +12.1% |
| 6M | +43.8% | -29.4% | +73.2% | +43.2% |
| All | +43.8% | -30.0% | +73.9% | +43.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling