-1.6%
CLSK vs ABCL
-39.4%
+37.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | +0.2% |
| 7D | +17.2% | -2.7% | +19.9% | +18.9% |
| 30D | +14.6% | +18.3% | -3.7% | +4.2% |
| 3M | -16.8% | +108.5% | -125.3% | -49.6% |
| 6M | +38.2% | +213.9% | -175.7% | -36.3% |
| YTD | +31.2% | +223.1% | -191.9% | -41.6% |
| 1Y | +37.3% | +160.6% | -123.3% | -32.2% |
| 3Y | +201.8% | +104.3% | +97.6% | +50.8% |
| 5Y | -1.6% | -40.0% | +38.5% | -20.2% |
| All | -1.6% | -39.4% | +37.9% | -20.2% |
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