+142.0%
CNP vs ILMN
+54.3%
+87.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | +1.3% | -2.9% | +4.2% | +1.7% |
| 30D | +3.8% | -23.8% | +27.6% | +6.9% |
| 3M | +2.4% | +7.5% | -5.1% | +0.3% |
| 6M | -1.2% | +42.8% | -43.9% | -7.1% |
| YTD | +9.3% | +57.8% | -48.6% | +0.7% |
| 1Y | +6.4% | +72.6% | -66.2% | -3.3% |
| 3Y | +66.4% | +129.3% | -63.0% | +38.8% |
| 5Y | +75.7% | -44.5% | +120.2% | +84.6% |
| All | +142.0% | +54.3% | +87.7% | +108.4% |
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