+110.8%
ILMN vs CNI
+31.9%
+78.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.6% |
| 7D | -9.2% | -1.1% | -8.1% | -8.7% |
| 30D | +4.4% | -3.5% | +7.9% | +6.1% |
| 3M | +23.9% | +2.2% | +21.7% | +22.8% |
| 6M | +64.5% | +15.1% | +49.4% | +54.8% |
| YTD | +53.5% | +24.7% | +28.8% | +38.2% |
| 1Y | +110.8% | +33.4% | +77.4% | +67.5% |
| All | +110.8% | +31.9% | +78.8% | +67.5% |
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