-60.8%
CLSK vs AEM
+443.0%
-503.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.1% |
| 7D | +7.7% | -2.1% | +9.9% | +8.6% |
| 30D | +12.2% | +8.4% | +3.8% | +9.2% |
| 3M | -15.5% | +27.3% | -42.7% | -22.6% |
| 6M | +39.3% | -9.7% | +49.0% | +43.5% |
| YTD | +35.1% | +19.0% | +16.1% | +27.2% |
| 1Y | +34.0% | +31.5% | +2.5% | +22.0% |
| 3Y | +226.3% | +338.7% | -112.4% | +88.4% |
| 5Y | +6.4% | +307.4% | -301.0% | -37.9% |
| All | -60.8% | +443.0% | -503.8% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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