-58.8%
CLSK vs ABCL
-79.6%
+20.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | -19.4% | +2.3% | -21.7% | -19.7% |
| 30D | -37.4% | -0.7% | -36.7% | -36.4% |
| 3M | -43.3% | +33.4% | -76.7% | -50.6% |
| 6M | -53.7% | +137.8% | -191.5% | -72.9% |
| YTD | -35.1% | +264.3% | -299.4% | -70.0% |
| 1Y | -56.3% | +209.2% | -265.5% | -77.9% |
| 3Y | +75.7% | +208.4% | -132.7% | -21.4% |
| 5Y | -67.7% | -11.9% | -55.8% | -75.5% |
| All | -58.8% | -79.6% | +20.8% | -57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling