+2,529.2%
CLS vs CLSK
-61.4%
+2,590.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.2% | -0.6% | +5.4% |
| 7D | +12.8% | +21.9% | -9.1% | +12.0% |
| 30D | +3.8% | +9.6% | -5.8% | +3.5% |
| 3M | -14.6% | -18.4% | +3.8% | -14.1% |
| 6M | +32.2% | +46.4% | -14.1% | +30.5% |
| YTD | +11.6% | +33.2% | -21.6% | +10.3% |
| 1Y | +35.1% | +47.0% | -12.0% | +32.7% |
| 3Y | +1,312.5% | +206.4% | +1,106.2% | +1,252.9% |
| 5Y | +3,542.1% | +5.4% | +3,536.7% | +3,388.2% |
| All | +2,529.2% | -61.4% | +2,590.6% | +2,453.3% |
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