-58.1%
CLSK vs ILMN
+92.1%
-150.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.9% | -11.7% | -14.5% |
| 7D | -20.7% | -21.6% | +0.8% | -13.3% |
| 30D | -45.5% | -22.9% | -22.6% | -40.2% |
| 3M | -52.0% | +11.6% | -63.6% | -53.7% |
| 6M | -47.0% | +62.5% | -109.5% | -54.3% |
| YTD | -32.8% | +72.7% | -105.5% | -51.7% |
| 1Y | -58.1% | +93.9% | -151.9% | -75.8% |
| All | -58.1% | +92.1% | -150.2% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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