-46.0%
CPNG vs ILMN
-46.1%
+0.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.5% |
| 7D | +13.4% | -9.7% | +23.0% | +16.6% |
| 30D | +10.0% | -20.4% | +30.4% | +16.4% |
| 3M | -0.4% | +10.0% | -10.4% | -6.3% |
| 6M | -8.9% | +49.5% | -58.4% | -23.2% |
| YTD | -30.9% | +62.5% | -93.4% | -44.4% |
| 1Y | -43.8% | +76.0% | -119.8% | -56.1% |
| 3Y | -2.5% | +94.2% | -96.6% | -33.5% |
| All | -46.0% | -46.1% | +0.1% | -27.7% |
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