+94.2%
ILMN vs CLBK
+44.9%
+49.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.2% |
| 7D | -9.7% | +0.6% | -10.3% | -9.8% |
| 30D | -20.4% | +2.9% | -23.3% | -21.1% |
| 3M | +10.0% | +3.0% | +7.1% | +8.9% |
| 6M | +49.5% | +27.3% | +22.2% | +39.1% |
| YTD | +62.5% | +58.0% | +4.5% | +40.1% |
| 1Y | +76.0% | +62.4% | +13.6% | +50.2% |
| 3Y | +94.2% | +46.9% | +47.2% | +67.4% |
| All | +94.2% | +44.9% | +49.3% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling