-63.6%
CLSK vs ILMN
+62.2%
-125.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.6% |
| 7D | +8.8% | +1.2% | +7.6% | +8.4% |
| 30D | -6.0% | +9.2% | -15.2% | -9.5% |
| 3M | -24.4% | +29.8% | -54.2% | -33.1% |
| 6M | +19.0% | +69.2% | -50.2% | -6.8% |
| YTD | +25.4% | +66.4% | -41.0% | -2.9% |
| 1Y | +39.8% | +123.4% | -83.6% | -8.0% |
| 3Y | +177.7% | +33.2% | +144.5% | +126.1% |
| 5Y | -11.0% | -52.0% | +41.0% | -2.0% |
| All | -63.6% | +62.2% | -125.8% | -60.2% |
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