-80.2%
CLSK vs ILMN
+58.3%
-138.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.9% | +6.1% | +5.6% |
| 7D | +1.6% | -6.0% | +7.6% | +5.3% |
| 30D | -32.9% | -23.0% | -9.9% | -23.9% |
| 3M | -40.0% | +10.4% | -50.4% | -42.8% |
| 6M | -51.7% | +49.4% | -101.1% | -60.1% |
| YTD | -31.7% | +62.3% | -94.1% | -46.7% |
| 1Y | -50.8% | +73.7% | -124.5% | -62.6% |
| 3Y | +84.8% | +122.5% | -37.8% | +19.9% |
| 5Y | -67.8% | -43.2% | -24.6% | -65.3% |
| All | -80.2% | +58.3% | -138.5% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling