-13.4%
ILMN vs CLBK
+60.9%
-74.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -2.9% | +0.9% | -3.8% | -3.1% |
| 30D | -23.8% | +3.4% | -27.2% | -24.7% |
| 3M | +7.5% | -4.3% | +11.7% | +8.5% |
| 6M | +42.8% | +28.4% | +14.4% | +32.1% |
| YTD | +57.8% | +59.4% | -1.6% | +35.9% |
| 1Y | +72.6% | +64.8% | +7.8% | +47.0% |
| 3Y | +129.3% | +50.6% | +78.8% | +97.3% |
| 5Y | -44.5% | +28.3% | -72.8% | -52.3% |
| All | -13.4% | +60.9% | -74.3% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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