-61.9%
CLSK vs ACGL
+276.2%
-338.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +17.2% | -2.1% | +19.3% | +17.9% |
| 30D | +14.6% | -2.2% | +16.7% | +15.2% |
| 3M | -16.8% | +6.3% | -23.2% | -19.3% |
| 6M | +38.2% | +0.5% | +37.7% | +36.2% |
| YTD | +31.2% | +0.2% | +31.0% | +28.2% |
| 1Y | +37.3% | +7.3% | +30.1% | +30.4% |
| 3Y | +201.8% | +30.8% | +171.0% | +159.1% |
| 5Y | -1.6% | +155.8% | -157.3% | -35.3% |
| All | -61.9% | +276.2% | -338.2% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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