+74.5%
CLSK vs ALC
+4.4%
+70.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.2% | -6.0% | -3.2% |
| 7D | +8.0% | -1.1% | +9.0% | +8.1% |
| 30D | -27.9% | +16.0% | -44.0% | -30.3% |
| 3M | -42.3% | +0.8% | -43.1% | -42.4% |
| 6M | -50.0% | +16.8% | -66.8% | -52.8% |
| YTD | -34.3% | -5.5% | -28.8% | -33.1% |
| 1Y | -44.5% | -5.3% | -39.2% | -43.6% |
| 3Y | +74.5% | +4.1% | +70.5% | +89.3% |
| All | +74.5% | +4.4% | +70.2% | +89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling