+6.0%
CLSK vs AIG
+53.2%
-47.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.5% |
| 7D | +7.7% | -1.2% | +8.9% | +8.5% |
| 30D | +12.2% | -1.1% | +13.3% | +12.8% |
| 3M | -15.5% | +0.7% | -16.1% | -17.3% |
| 6M | +39.3% | -2.2% | +41.5% | +38.1% |
| YTD | +35.1% | -10.8% | +45.9% | +42.5% |
| 1Y | +34.0% | -2.0% | +36.0% | +29.1% |
| 3Y | +226.3% | +34.8% | +191.4% | +123.1% |
| All | +6.0% | +53.2% | -47.2% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling