-46.9%
CPNG vs ILMN
+92.1%
-139.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -4.9% | +16.8% | +12.2% |
| 7D | +20.8% | -21.6% | +42.4% | +22.8% |
| 30D | +20.1% | -22.9% | +42.9% | +22.1% |
| 3M | +1.6% | +11.6% | -10.0% | -1.4% |
| 6M | -15.8% | +62.5% | -78.4% | -20.0% |
| YTD | -27.7% | +72.7% | -100.4% | -32.6% |
| 1Y | -46.9% | +93.9% | -140.8% | -51.3% |
| All | -46.9% | +92.1% | -139.1% | -51.3% |
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