+74.5%
CLSK vs AG
+195.3%
-120.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.3% | -1.9% |
| 7D | +8.0% | -10.0% | +17.9% | +12.1% |
| 30D | -27.9% | -10.5% | -17.4% | -25.3% |
| 3M | -42.3% | -27.3% | -15.0% | -35.7% |
| 6M | -50.0% | -43.0% | -7.0% | -40.6% |
| YTD | -34.3% | -17.9% | -16.4% | -30.7% |
| 1Y | -44.5% | +11.9% | -56.4% | -46.2% |
| 3Y | +74.5% | +201.8% | -127.3% | +28.4% |
| All | +74.5% | +195.3% | -120.8% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling