-63.6%
CLSK vs ALLE
+156.4%
-220.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.1% |
| 7D | +8.8% | -0.2% | +9.1% | +9.1% |
| 30D | -6.0% | -6.8% | +0.8% | -1.2% |
| 3M | -24.4% | +21.0% | -45.4% | -35.4% |
| 6M | +19.0% | +1.1% | +17.9% | +16.6% |
| YTD | +25.4% | -0.5% | +25.9% | +23.5% |
| 1Y | +39.8% | -7.3% | +47.0% | +44.8% |
| 3Y | +177.7% | +42.3% | +135.4% | +113.2% |
| 5Y | -11.0% | +13.5% | -24.5% | -23.3% |
| All | -63.6% | +156.4% | -220.0% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling