+36.2%
ILMN vs CNI
+19.3%
+16.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.4% |
| 7D | -3.9% | +0.9% | -4.7% | -4.4% |
| 30D | +6.9% | -2.1% | +9.0% | +8.4% |
| 3M | +28.1% | +1.8% | +26.3% | +26.6% |
| 6M | +65.0% | +14.8% | +50.1% | +50.2% |
| YTD | +56.3% | +25.4% | +30.9% | +33.1% |
| 1Y | +108.7% | +32.9% | +75.8% | +69.9% |
| All | +36.2% | +19.3% | +16.8% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling