+6.7%
CNP vs ILMN
+74.0%
-67.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.7% | +1.8% |
| 7D | -4.2% | -9.7% | +5.5% | -4.5% |
| 30D | +5.5% | -20.4% | +25.9% | +4.7% |
| 3M | +0.6% | +10.0% | -9.4% | +1.1% |
| 6M | -2.8% | +49.5% | -52.3% | -0.9% |
| YTD | +7.9% | +62.5% | -54.6% | +10.2% |
| 1Y | +6.7% | +76.0% | -69.3% | +7.7% |
| All | +6.7% | +74.0% | -67.4% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling