-53.0%
CPNG vs ILMN
-51.8%
-1.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.9% |
| 7D | -7.4% | +1.2% | -8.7% | -7.9% |
| 30D | -4.4% | +9.2% | -13.6% | -7.6% |
| 3M | -7.5% | +29.8% | -37.3% | -15.9% |
| 6M | -19.9% | +69.2% | -89.1% | -34.2% |
| YTD | -35.2% | +66.4% | -101.6% | -46.9% |
| 1Y | -46.8% | +123.4% | -170.2% | -62.0% |
| 3Y | -20.2% | +33.2% | -53.3% | -31.8% |
| All | -53.0% | -51.8% | -1.2% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling