-54.8%
ILMN vs CNI
+11.3%
-66.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.4% |
| 7D | -9.2% | -1.1% | -8.1% | -8.5% |
| 30D | +4.4% | -3.5% | +7.9% | +7.0% |
| 3M | +23.9% | +2.2% | +21.7% | +22.0% |
| 6M | +64.5% | +15.1% | +49.4% | +48.3% |
| YTD | +53.5% | +24.7% | +28.8% | +29.7% |
| 1Y | +110.8% | +33.4% | +77.4% | +69.5% |
| 3Y | +30.7% | +19.5% | +11.2% | +12.4% |
| 5Y | -54.8% | +12.6% | -67.4% | -59.9% |
| All | -54.8% | +11.3% | -66.1% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling