-80.4%
CLSK vs ALK
-46.7%
-33.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | +1.5% |
| 7D | +20.4% | +0.9% | +19.5% | +20.0% |
| 30D | -32.6% | +3.3% | -35.9% | -34.8% |
| 3M | -43.8% | -17.6% | -26.3% | -39.0% |
| 6M | -49.2% | +0.8% | -50.0% | -50.9% |
| YTD | -32.4% | -22.4% | -10.0% | -25.4% |
| 1Y | -48.7% | -10.1% | -38.6% | -47.5% |
| 3Y | +82.9% | +14.0% | +68.9% | +62.2% |
| 5Y | -68.1% | -29.8% | -38.2% | -63.7% |
| All | -80.4% | -46.7% | -33.7% | -81.1% |
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