-69.2%
CPNG vs ILMN
-47.7%
-21.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.3% |
| 7D | -6.8% | -2.9% | -3.9% | -5.9% |
| 30D | +5.5% | -23.8% | +29.3% | +13.2% |
| 3M | -6.8% | +7.5% | -14.2% | -11.6% |
| 6M | -4.8% | +42.8% | -47.6% | -18.5% |
| YTD | -35.6% | +57.8% | -93.4% | -47.6% |
| 1Y | -46.8% | +72.6% | -119.4% | -58.1% |
| 3Y | -0.8% | +129.3% | -130.1% | -37.7% |
| 5Y | -42.9% | -44.5% | +1.7% | -30.4% |
| All | -69.2% | -47.7% | -21.5% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling