+206.4%
CLSK vs ABCL
+105.4%
+101.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | +21.9% | +1.4% | +20.5% | +21.2% |
| 30D | +9.6% | +65.1% | -55.5% | -16.1% |
| 3M | -18.4% | +111.1% | -129.5% | -47.2% |
| 6M | +46.4% | +231.6% | -185.2% | -28.0% |
| YTD | +33.2% | +234.5% | -201.3% | -36.0% |
| 1Y | +47.0% | +174.3% | -127.3% | -22.8% |
| 3Y | +206.4% | +111.5% | +94.9% | +50.0% |
| All | +206.4% | +105.4% | +101.0% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling