-63.3%
CLSK vs ACM
+77.9%
-141.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.8% | -2.5% |
| 7D | +1.7% | -5.9% | +7.6% | +5.7% |
| 30D | +11.1% | -6.2% | +17.3% | +13.6% |
| 3M | -14.1% | -7.9% | -6.2% | -12.1% |
| 6M | +32.9% | -30.6% | +63.5% | +64.6% |
| YTD | +26.5% | -33.3% | +59.8% | +58.4% |
| 1Y | +27.6% | -49.2% | +76.8% | +94.1% |
| 3Y | +190.9% | -23.5% | +214.4% | +254.0% |
| 5Y | -0.4% | +0.9% | -1.3% | +11.8% |
| All | -63.3% | +77.9% | -141.2% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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