-16.7%
CLSK vs ABCL
-81.9%
+65.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | +0.1% |
| 7D | +17.2% | -2.7% | +19.9% | +18.8% |
| 30D | +14.6% | +18.3% | -3.7% | +5.1% |
| 3M | -16.8% | +108.5% | -125.3% | -47.1% |
| 6M | +38.2% | +213.9% | -175.7% | -30.9% |
| YTD | +31.2% | +223.1% | -191.9% | -36.2% |
| 1Y | +37.3% | +160.6% | -123.3% | -26.6% |
| 3Y | +201.8% | +104.3% | +97.6% | +63.1% |
| 5Y | -1.6% | -40.0% | +38.5% | -16.2% |
| All | -16.7% | -81.9% | +65.1% | -8.6% |
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