-58.1%
CLSK vs AIG
+6.0%
-64.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.5% | -18.0% | -15.6% |
| 7D | -20.7% | +2.3% | -23.0% | -19.4% |
| 30D | -45.5% | +8.8% | -54.3% | -42.8% |
| 3M | -52.0% | +3.7% | -55.7% | -50.6% |
| 6M | -47.0% | +6.8% | -53.7% | -44.2% |
| YTD | -32.8% | -2.6% | -30.2% | -30.7% |
| 1Y | -58.1% | +3.7% | -61.8% | -56.0% |
| All | -58.1% | +6.0% | -64.1% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling