-70.2%
CPNG vs ILMN
-49.1%
-21.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -5.4% | -9.2% | +3.8% | -2.3% |
| 30D | -11.1% | +4.4% | -15.5% | -12.6% |
| 3M | -3.0% | +23.9% | -26.9% | -10.3% |
| 6M | -23.5% | +64.5% | -88.0% | -36.3% |
| YTD | -37.8% | +53.5% | -91.3% | -47.5% |
| 1Y | -54.3% | +110.8% | -165.1% | -66.5% |
| 3Y | -20.8% | +30.7% | -51.4% | -32.8% |
| 5Y | -51.1% | -54.8% | +3.8% | -35.5% |
| All | -70.2% | -49.1% | -21.1% | -63.0% |
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