+5.4%
CLSK vs ALK
-28.9%
+34.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +8.6% |
| 7D | +21.9% | +0.1% | +21.8% | +21.5% |
| 30D | +9.6% | -18.5% | +28.0% | +27.1% |
| 3M | -18.4% | -3.6% | -14.9% | -18.0% |
| 6M | +46.4% | -3.7% | +50.1% | +44.7% |
| YTD | +33.2% | -19.0% | +52.2% | +49.7% |
| 1Y | +47.0% | -36.0% | +83.0% | +97.0% |
| 3Y | +206.4% | +2.3% | +204.0% | +138.3% |
| 5Y | +5.4% | -27.8% | +33.1% | +16.4% |
| All | +5.4% | -28.9% | +34.3% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling