-67.7%
CLSK vs ALK
-28.6%
-39.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.6% |
| 7D | -19.4% | +12.9% | -32.3% | -27.2% |
| 30D | -37.4% | +5.5% | -42.9% | -41.3% |
| 3M | -43.3% | -12.1% | -31.2% | -39.2% |
| 6M | -53.7% | +1.7% | -55.4% | -56.8% |
| YTD | -35.1% | -17.4% | -17.7% | -29.6% |
| 1Y | -56.3% | -1.9% | -54.4% | -59.2% |
| 3Y | +75.7% | +21.2% | +54.4% | +10.0% |
| 5Y | -67.7% | -27.8% | -39.9% | -64.6% |
| All | -67.7% | -28.6% | -39.1% | -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 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