-1.6%
CLSK vs ALB
-43.9%
+42.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | +0.3% |
| 7D | +17.2% | -8.6% | +25.8% | +23.5% |
| 30D | +14.6% | -4.0% | +18.6% | +15.8% |
| 3M | -16.8% | -17.4% | +0.5% | -8.5% |
| 6M | +38.2% | -25.4% | +63.6% | +55.5% |
| YTD | +31.2% | -10.5% | +41.8% | +29.8% |
| 1Y | +37.3% | +75.8% | -38.5% | -18.6% |
| 3Y | +201.8% | -28.5% | +230.3% | +212.5% |
| 5Y | -1.6% | -45.1% | +43.5% | +22.5% |
| All | -1.6% | -43.9% | +42.3% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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