-63.3%
CLSK vs ALK
-45.3%
-18.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.3% |
| 7D | +1.7% | -3.1% | +4.9% | +3.3% |
| 30D | +11.1% | -17.1% | +28.2% | +22.0% |
| 3M | -14.1% | -3.8% | -10.3% | -13.0% |
| 6M | +32.9% | -5.3% | +38.2% | +34.6% |
| YTD | +26.5% | -20.3% | +46.7% | +39.7% |
| 1Y | +27.6% | -36.0% | +63.6% | +56.6% |
| 3Y | +190.9% | +0.8% | +190.2% | +177.3% |
| 5Y | -0.4% | -28.5% | +28.1% | +13.3% |
| All | -63.3% | -45.3% | -18.1% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling