-69.4%
AAL vs CLSK
-63.6%
-5.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.2% |
| 7D | -3.7% | +8.8% | -12.6% | -4.0% |
| 30D | -20.8% | -6.0% | -14.8% | -20.7% |
| 3M | -1.3% | -24.4% | +23.1% | -0.7% |
| 6M | +5.4% | +19.0% | -13.7% | +4.4% |
| YTD | -14.4% | +25.4% | -39.7% | -15.6% |
| 1Y | +2.1% | +39.8% | -37.7% | -0.1% |
| 3Y | -10.6% | +177.7% | -188.2% | -15.4% |
| 5Y | -32.2% | -11.0% | -21.2% | -35.7% |
| All | -69.4% | -63.6% | -5.8% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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