-80.2%
CLSK vs ACGL
+327.3%
-407.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.1% | +5.2% |
| 7D | +1.6% | -1.4% | +3.0% | +1.9% |
| 30D | -32.9% | +12.4% | -45.3% | -35.5% |
| 3M | -40.0% | +11.1% | -51.1% | -42.3% |
| 6M | -51.7% | +16.3% | -68.0% | -54.7% |
| YTD | -31.7% | +13.8% | -45.5% | -36.2% |
| 1Y | -50.8% | +20.4% | -71.2% | -55.0% |
| 3Y | +84.8% | +33.6% | +51.2% | +58.9% |
| 5Y | -67.8% | +176.8% | -244.7% | -79.4% |
| All | -80.2% | +327.3% | -407.5% | -86.0% |
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