-60.8%
CLSK vs AG
+121.8%
-182.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.9% | +9.7% | +7.7% |
| 7D | +7.7% | -6.7% | +14.4% | +10.0% |
| 30D | +12.2% | +2.2% | +10.1% | +11.4% |
| 3M | -15.5% | +15.7% | -31.2% | -19.7% |
| 6M | +39.3% | -23.8% | +63.1% | +48.7% |
| YTD | +35.1% | +17.6% | +17.4% | +25.3% |
| 1Y | +34.0% | +88.6% | -54.6% | +6.8% |
| 3Y | +226.3% | +253.4% | -27.2% | +95.0% |
| 5Y | +6.4% | +62.4% | -56.1% | -21.7% |
| All | -60.8% | +121.8% | -182.6% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling