+74.5%
CLSK vs ACM
-9.1%
+83.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -3.2% |
| 7D | +8.0% | +5.6% | +2.3% | +3.5% |
| 30D | -27.9% | +20.8% | -48.7% | -38.5% |
| 3M | -42.3% | +11.4% | -53.7% | -48.2% |
| 6M | -50.0% | +0.9% | -50.9% | -52.6% |
| YTD | -34.3% | -24.8% | -9.5% | -17.3% |
| 1Y | -44.5% | -46.4% | +1.9% | +11.3% |
| 3Y | +74.5% | -9.2% | +83.8% | +131.0% |
| All | +74.5% | -9.1% | +83.7% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling