-1.6%
CLSK vs ILMN
-54.6%
+53.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | +0.4% |
| 7D | +17.2% | -3.9% | +21.1% | +20.2% |
| 30D | +14.6% | +6.9% | +7.7% | +9.6% |
| 3M | -16.8% | +28.1% | -44.9% | -30.1% |
| 6M | +38.2% | +65.0% | -26.8% | -2.3% |
| YTD | +31.2% | +56.3% | -25.1% | -6.7% |
| 1Y | +37.3% | +108.7% | -71.4% | -24.0% |
| 3Y | +201.8% | +33.1% | +168.7% | +122.5% |
| 5Y | -1.6% | -54.1% | +52.6% | +122.9% |
| All | -1.6% | -54.6% | +53.0% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling