-60.8%
CLSK vs AIG
+50.6%
-111.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.6% |
| 7D | +7.7% | -1.2% | +8.9% | +8.2% |
| 30D | +12.2% | -1.1% | +13.3% | +12.6% |
| 3M | -15.5% | +0.7% | -16.1% | -16.5% |
| 6M | +39.3% | -2.2% | +41.5% | +38.8% |
| YTD | +35.1% | -10.8% | +45.9% | +39.6% |
| 1Y | +34.0% | -2.0% | +36.0% | +31.8% |
| 3Y | +226.3% | +34.8% | +191.4% | +174.8% |
| 5Y | +6.4% | +55.0% | -48.7% | -13.6% |
| All | -60.8% | +50.6% | -111.5% | -74.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling