-43.8%
ILMN vs CNI
+8.1%
-51.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | -2.9% | +2.5% | -5.4% | -4.5% |
| 30D | -23.8% | +6.1% | -29.9% | -27.1% |
| 3M | +7.5% | +0.1% | +7.3% | +7.2% |
| 6M | +42.8% | +14.9% | +27.8% | +28.7% |
| YTD | +57.8% | +30.9% | +27.0% | +27.7% |
| 1Y | +72.6% | +33.9% | +38.7% | +36.9% |
| 3Y | +129.3% | +20.2% | +109.1% | +95.6% |
| All | -43.8% | +8.1% | -51.9% | -51.0% |
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