-68.4%
CLSK vs ALHC
-61.4%
-7.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.3% |
| 7D | +8.0% | +0.3% | +7.7% | +7.7% |
| 30D | -27.9% | -10.6% | -17.3% | -26.0% |
| 3M | -42.3% | -45.3% | +3.0% | -33.5% |
| 6M | -50.0% | -59.7% | +9.7% | -39.3% |
| YTD | -34.3% | -62.7% | +28.4% | -19.4% |
| 1Y | -44.5% | -56.1% | +11.6% | -35.5% |
| 3Y | +74.5% | +21.3% | +53.3% | +19.9% |
| 5Y | -69.0% | -66.0% | -3.0% | -70.1% |
| All | -68.4% | -61.4% | -7.0% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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