-46.8%
CPNG vs ILMN
+127.6%
-174.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.3% |
| 7D | -7.4% | +1.2% | -8.7% | -7.6% |
| 30D | -4.4% | +9.2% | -13.6% | -5.4% |
| 3M | -7.5% | +29.8% | -37.3% | -9.5% |
| 6M | -19.9% | +69.2% | -89.1% | -22.4% |
| YTD | -35.2% | +66.4% | -101.6% | -37.3% |
| 1Y | -46.8% | +123.4% | -170.2% | -49.1% |
| All | -46.8% | +127.6% | -174.4% | -49.1% |
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