+64.2%
CNP vs ILMN
+135.0%
-70.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +1.1% |
| 7D | -3.0% | -9.8% | +6.7% | -2.9% |
| 30D | +6.8% | -22.7% | +29.6% | +7.1% |
| 3M | +3.6% | +12.1% | -8.4% | +3.1% |
| 6M | 0.0% | +51.5% | -51.5% | -1.2% |
| YTD | +9.4% | +63.9% | -54.5% | +7.7% |
| 1Y | +6.8% | +76.6% | -69.7% | +4.9% |
| 3Y | +64.2% | +124.6% | -60.4% | +54.6% |
| All | +64.2% | +135.0% | -70.8% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling