-62.6%
CLSK vs ALC
+24.0%
-86.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +2.3% |
| 7D | +8.8% | -2.1% | +10.9% | +10.3% |
| 30D | -6.0% | -0.1% | -5.9% | -6.6% |
| 3M | -24.4% | +5.9% | -30.3% | -28.8% |
| 6M | +19.0% | -15.9% | +35.0% | +30.5% |
| YTD | +25.4% | -10.1% | +35.5% | +30.4% |
| 1Y | +39.8% | -10.2% | +50.0% | +43.6% |
| 3Y | +177.7% | -13.6% | +191.2% | +180.2% |
| 5Y | -11.0% | -15.1% | +4.1% | -9.0% |
| All | -62.6% | +24.0% | -86.6% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling