-1.6%
CLSK vs ACM
+2.7%
-4.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | +1.8% |
| 7D | +17.2% | -3.7% | +20.9% | +22.0% |
| 30D | +14.6% | -12.7% | +27.2% | +28.0% |
| 3M | -16.8% | -9.8% | -7.0% | -12.2% |
| 6M | +38.2% | -31.4% | +69.6% | +104.0% |
| YTD | +31.2% | -32.1% | +63.3% | +87.3% |
| 1Y | +37.3% | -47.8% | +85.1% | +184.5% |
| 3Y | +201.8% | -22.1% | +223.9% | +261.0% |
| 5Y | -1.6% | +1.8% | -3.3% | -12.6% |
| All | -1.6% | +2.7% | -4.3% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling