-59.7%
CLSK vs ALC
+16.1%
-75.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.3% |
| 7D | +7.7% | -6.3% | +14.1% | +12.2% |
| 30D | +12.2% | -10.3% | +22.5% | +19.8% |
| 3M | -15.5% | -0.7% | -14.7% | -17.1% |
| 6M | +39.3% | -17.8% | +57.2% | +54.1% |
| YTD | +35.1% | -15.8% | +50.9% | +46.3% |
| 1Y | +34.0% | -16.7% | +50.7% | +44.6% |
| 3Y | +226.3% | -19.7% | +246.0% | +245.7% |
| 5Y | +6.4% | -19.8% | +26.2% | +12.7% |
| All | -59.7% | +16.1% | -75.8% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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