-60.8%
CLSK vs ALLY
+190.6%
-251.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +7.7% | -3.8% | +11.5% | +10.1% |
| 30D | +12.2% | -4.9% | +17.2% | +15.6% |
| 3M | -15.5% | -2.6% | -12.9% | -13.9% |
| 6M | +39.3% | +15.7% | +23.6% | +27.4% |
| YTD | +35.1% | -5.2% | +40.2% | +39.3% |
| 1Y | +34.0% | +2.8% | +31.2% | +32.5% |
| 3Y | +226.3% | +63.4% | +162.8% | +156.7% |
| 5Y | +6.4% | -2.6% | +9.0% | +6.5% |
| All | -60.8% | +190.6% | -251.4% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling