-54.3%
CPNG vs ILMN
+108.3%
-162.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | -0.1% |
| 7D | -7.6% | -3.9% | -3.7% | -7.2% |
| 30D | -8.8% | +6.9% | -15.7% | -9.6% |
| 3M | -7.2% | +28.1% | -35.3% | -9.0% |
| 6M | -21.5% | +65.0% | -86.5% | -23.8% |
| YTD | -37.4% | +56.3% | -93.7% | -39.3% |
| 1Y | -54.3% | +108.7% | -163.1% | -56.4% |
| All | -54.3% | +108.3% | -162.6% | -56.4% |
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