-39.7%
CLSK vs ALHC
-28.9%
-10.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +8.8% | -0.6% | +9.4% | +9.0% |
| 30D | -6.0% | -1.0% | -5.0% | -6.0% |
| 3M | -24.4% | -10.2% | -14.2% | -24.4% |
| 6M | +19.0% | -28.3% | +47.3% | +24.8% |
| YTD | +25.4% | -31.4% | +56.8% | +32.9% |
| 1Y | +39.8% | -16.9% | +56.7% | +39.2% |
| 3Y | +177.7% | +135.5% | +42.2% | +59.1% |
| 5Y | -11.0% | -33.6% | +22.6% | -28.9% |
| All | -39.7% | -28.9% | -10.7% | -60.5% |
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