-81.2%
CLSK vs ACGL
+327.2%
-408.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.9% | -5.2% |
| 7D | -19.4% | +1.3% | -20.6% | -19.8% |
| 30D | -37.4% | +14.2% | -51.6% | -40.1% |
| 3M | -43.3% | +11.1% | -54.4% | -45.5% |
| 6M | -53.7% | +16.4% | -70.1% | -56.6% |
| YTD | -35.1% | +13.8% | -48.9% | -39.3% |
| 1Y | -56.3% | +21.6% | -77.8% | -60.2% |
| 3Y | +75.7% | +33.5% | +42.1% | +51.1% |
| 5Y | -67.7% | +174.8% | -242.5% | -79.3% |
| All | -81.2% | +327.2% | -408.4% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling