+390.2%
CNP vs ILMN
+1,366.8%
-976.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.7% | +1.5% |
| 7D | -4.2% | -9.7% | +5.5% | -3.4% |
| 30D | +5.5% | -20.4% | +25.9% | +7.3% |
| 3M | +0.6% | +10.0% | -9.4% | -0.8% |
| 6M | -2.8% | +49.5% | -52.3% | -6.9% |
| YTD | +7.9% | +62.5% | -54.6% | +2.3% |
| 1Y | +6.7% | +76.0% | -69.3% | +0.4% |
| 3Y | +61.1% | +94.2% | -33.0% | +47.6% |
| 5Y | +73.0% | -46.3% | +119.3% | +74.4% |
| 10Y | +141.9% | +62.7% | +79.1% | +119.8% |
| All | +390.2% | +1,366.8% | -976.6% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling