-8.8%
ILMN vs CLBK
+67.9%
-76.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +1.2% | +1.2% | 0.0% | +0.9% |
| 30D | +9.2% | +9.1% | +0.1% | +6.4% |
| 3M | +29.8% | +27.7% | +2.2% | +20.8% |
| 6M | +69.2% | +40.8% | +28.4% | +52.7% |
| YTD | +66.4% | +66.4% | 0.0% | +41.9% |
| 1Y | +123.4% | +72.4% | +51.0% | +87.6% |
| 3Y | +33.2% | +50.7% | -17.5% | +14.9% |
| 5Y | -52.0% | +42.9% | -94.9% | -60.3% |
| All | -8.8% | +67.9% | -76.7% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling