-46.8%
CPNG vs ILMN
+72.2%
-119.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.6% |
| 7D | -6.8% | -2.9% | -3.9% | -6.5% |
| 30D | +5.5% | -23.8% | +29.3% | +7.5% |
| 3M | -6.8% | +7.5% | -14.2% | -9.8% |
| 6M | -4.8% | +42.8% | -47.6% | -9.9% |
| YTD | -35.6% | +57.8% | -93.4% | -41.1% |
| 1Y | -46.8% | +72.6% | -119.4% | -52.8% |
| All | -46.8% | +72.2% | -119.0% | -52.8% |
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 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