-80.2%
CLSK vs ALK
-44.0%
-36.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.8% |
| 7D | +1.6% | +2.6% | -1.0% | +0.8% |
| 30D | -32.9% | +7.8% | -40.7% | -36.5% |
| 3M | -40.0% | -15.2% | -24.8% | -35.8% |
| 6M | -51.7% | +5.0% | -56.7% | -54.2% |
| YTD | -31.7% | -18.4% | -13.3% | -26.5% |
| 1Y | -50.8% | -2.4% | -48.4% | -51.8% |
| 3Y | +84.8% | +19.8% | +65.0% | +59.8% |
| 5Y | -67.8% | -27.8% | -40.0% | -64.1% |
| All | -80.2% | -44.0% | -36.2% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling