-60.8%
CLSK vs AJG
+452.0%
-512.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.0% | +7.4% |
| 7D | +7.7% | -8.3% | +16.0% | +12.3% |
| 30D | +12.2% | -5.7% | +17.9% | +14.8% |
| 3M | -15.5% | +9.1% | -24.5% | -23.1% |
| 6M | +39.3% | +15.2% | +24.1% | +20.4% |
| YTD | +35.1% | -6.3% | +41.4% | +32.4% |
| 1Y | +34.0% | -19.1% | +53.1% | +45.3% |
| 3Y | +226.3% | +8.2% | +218.0% | +166.0% |
| 5Y | +6.4% | +75.6% | -69.3% | -39.2% |
| All | -60.8% | +452.0% | -512.9% | -86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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