-80.9%
CLSK vs ACM
+100.5%
-181.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.3% | -3.1% |
| 7D | +8.0% | +5.6% | +2.3% | +4.5% |
| 30D | -27.9% | +20.8% | -48.7% | -36.2% |
| 3M | -42.3% | +11.4% | -53.7% | -46.9% |
| 6M | -50.0% | +0.9% | -50.9% | -52.0% |
| YTD | -34.3% | -24.8% | -9.5% | -24.2% |
| 1Y | -44.5% | -46.4% | +1.9% | -19.2% |
| 3Y | +74.5% | -9.2% | +83.8% | +89.7% |
| 5Y | -69.0% | +5.0% | -73.9% | -67.1% |
| All | -80.9% | +100.5% | -181.4% | -82.3% |
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