+93.9%
ILMN vs CNI
+37.5%
+56.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -5.5% |
| 7D | -21.6% | +3.7% | -25.3% | -22.4% |
| 30D | -22.9% | +8.1% | -31.0% | -24.7% |
| 3M | +11.6% | +1.9% | +9.7% | +10.6% |
| 6M | +62.5% | +19.2% | +43.4% | +55.8% |
| YTD | +72.7% | +32.7% | +40.0% | +67.2% |
| 1Y | +93.9% | +37.0% | +56.9% | +85.6% |
| All | +93.9% | +37.5% | +56.3% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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