-67.9%
CLSK vs ABCL
-26.2%
-41.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.2% |
| 7D | +8.0% | -3.3% | +11.2% | +9.9% |
| 30D | -27.9% | -7.1% | -20.8% | -24.3% |
| 3M | -42.3% | +4.7% | -47.0% | -43.9% |
| 6M | -50.0% | +140.9% | -190.9% | -73.3% |
| YTD | -34.3% | +236.0% | -270.3% | -72.0% |
| 1Y | -44.5% | +217.4% | -261.9% | -75.4% |
| 3Y | +74.5% | +188.7% | -114.2% | -31.1% |
| All | -67.9% | -26.2% | -41.7% | -72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling