-0.4%
CLSK vs ALC
-19.4%
+19.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -1.7% |
| 7D | +1.7% | -7.7% | +9.4% | +7.3% |
| 30D | +11.1% | -11.7% | +22.8% | +20.4% |
| 3M | -14.1% | +0.7% | -14.8% | -16.8% |
| 6M | +32.9% | -17.1% | +50.0% | +47.9% |
| YTD | +26.5% | -15.1% | +41.6% | +37.4% |
| 1Y | +27.6% | -14.1% | +41.7% | +35.2% |
| 3Y | +190.9% | -18.2% | +209.1% | +196.6% |
| 5Y | -0.4% | -19.2% | +18.8% | +2.9% |
| All | -0.4% | -19.4% | +19.0% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling