-63.6%
CLSK vs ACM
+88.3%
-152.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.1% |
| 7D | +8.8% | -3.7% | +12.6% | +11.6% |
| 30D | -6.0% | -11.1% | +5.1% | -0.5% |
| 3M | -24.4% | -8.0% | -16.4% | -22.3% |
| 6M | +19.0% | -29.7% | +48.7% | +46.4% |
| YTD | +25.4% | -29.4% | +54.8% | +51.4% |
| 1Y | +39.8% | -46.4% | +86.2% | +105.4% |
| 3Y | +177.7% | -22.3% | +200.0% | +233.7% |
| 5Y | -11.0% | +4.5% | -15.5% | -2.9% |
| All | -63.6% | +88.3% | -152.0% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling