-11.7%
ILMN vs CLBK
+66.9%
-78.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | +1.9% | +1.1% | +0.8% | +1.6% |
| 30D | +12.3% | +7.8% | +4.5% | +9.9% |
| 3M | +33.5% | +23.9% | +9.7% | +25.4% |
| 6M | +69.4% | +42.3% | +27.0% | +52.4% |
| YTD | +60.9% | +65.4% | -4.5% | +37.5% |
| 1Y | +115.0% | +70.3% | +44.6% | +81.2% |
| 3Y | +37.0% | +54.5% | -17.4% | +17.4% |
| 5Y | -53.1% | +43.1% | -96.2% | -61.4% |
| All | -11.7% | +66.9% | -78.6% | -32.1% |
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