-61.4%
CLSK vs AG
+135.3%
-196.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.0% | +7.3% | +6.6% |
| 7D | +21.9% | +4.5% | +17.4% | +20.1% |
| 30D | +9.6% | +12.9% | -3.3% | +5.4% |
| 3M | -18.4% | +20.9% | -39.3% | -23.4% |
| 6M | +46.4% | -19.5% | +65.9% | +53.6% |
| YTD | +33.2% | +24.8% | +8.4% | +21.4% |
| 1Y | +47.0% | +120.2% | -73.2% | +11.7% |
| 3Y | +206.4% | +279.0% | -72.6% | +79.2% |
| 5Y | +5.4% | +67.9% | -62.5% | -23.3% |
| All | -61.4% | +135.3% | -196.6% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling