+139.8%
CNP vs ILMN
+61.7%
+78.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.1% |
| 7D | -4.3% | -2.6% | -1.8% | -4.0% |
| 30D | +5.7% | -20.6% | +26.4% | +8.3% |
| 3M | +0.9% | +17.5% | -16.5% | -2.2% |
| 6M | -1.1% | +55.6% | -56.7% | -8.0% |
| YTD | +8.3% | +68.3% | -60.1% | -1.0% |
| 1Y | +5.9% | +81.1% | -75.2% | -4.3% |
| 3Y | +64.6% | +112.2% | -47.5% | +39.8% |
| 5Y | +74.6% | -42.6% | +117.2% | +83.2% |
| 10Y | +139.8% | +70.5% | +69.4% | +105.5% |
| All | +139.8% | +61.7% | +78.1% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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