-67.6%
CLSK vs ALLE
+55.0%
-122.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.8% | +9.4% | +9.5% |
| 7D | -3.4% | -0.6% | -2.7% | -2.7% |
| 30D | -34.2% | +26.6% | -60.8% | -49.2% |
| 3M | -43.8% | +13.2% | -57.0% | -51.5% |
| 6M | -51.3% | +42.9% | -94.2% | -68.1% |
| YTD | -31.7% | +21.0% | -52.8% | -46.9% |
| 1Y | -55.6% | +15.2% | -70.8% | -63.5% |
| 3Y | +87.3% | +95.6% | -8.3% | -20.3% |
| 5Y | -67.6% | +53.4% | -121.0% | -84.2% |
| All | -67.6% | +55.0% | -122.6% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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