-60.8%
CLSK vs ILMN
+53.5%
-114.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.6% |
| 7D | +7.7% | -5.4% | +13.1% | +10.4% |
| 30D | +12.2% | +7.0% | +5.2% | +9.0% |
| 3M | -15.5% | +24.2% | -39.7% | -23.7% |
| 6M | +39.3% | +69.9% | -30.6% | +8.8% |
| YTD | +35.1% | +57.4% | -22.3% | +7.2% |
| 1Y | +34.0% | +107.9% | -73.9% | -8.7% |
| 3Y | +226.3% | +37.1% | +189.1% | +162.5% |
| 5Y | +6.4% | -53.7% | +60.1% | +19.8% |
| All | -60.8% | +53.5% | -114.3% | -56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling