-20.0%
CPNG vs ILMN
+37.1%
-57.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.1% | -2.6% |
| 7D | -6.3% | +1.9% | -8.2% | -6.6% |
| 30D | -8.7% | +12.3% | -21.0% | -10.7% |
| 3M | -2.4% | +33.5% | -36.0% | -7.4% |
| 6M | -22.3% | +69.4% | -91.7% | -29.3% |
| YTD | -37.2% | +60.9% | -98.1% | -42.6% |
| 1Y | -53.0% | +115.0% | -168.0% | -59.8% |
| 3Y | -20.0% | +37.0% | -57.0% | -25.0% |
| All | -20.0% | +37.1% | -57.1% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling