-58.1%
CLSK vs ABCL
+138.2%
-196.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.8% | -17.4% | -16.8% |
| 7D | -20.7% | -10.0% | -10.8% | -17.9% |
| 30D | -45.5% | -10.9% | -34.6% | -43.4% |
| 3M | -52.0% | +101.6% | -153.7% | -63.0% |
| 6M | -47.0% | +167.5% | -214.5% | -67.6% |
| YTD | -32.8% | +259.1% | -291.9% | -68.7% |
| 1Y | -58.1% | +152.2% | -210.2% | -75.5% |
| All | -58.1% | +138.2% | -196.3% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling