-63.6%
CLSK vs ALLY
+202.1%
-265.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | +8.8% | +3.7% | +5.2% | +6.6% |
| 30D | -6.0% | -2.3% | -3.7% | -4.6% |
| 3M | -24.4% | +3.8% | -28.2% | -25.8% |
| 6M | +19.0% | +9.7% | +9.3% | +12.8% |
| YTD | +25.4% | -1.4% | +26.8% | +26.5% |
| 1Y | +39.8% | +8.2% | +31.5% | +34.1% |
| 3Y | +177.7% | +66.5% | +111.2% | +115.7% |
| 5Y | -11.0% | +1.2% | -12.2% | -12.8% |
| All | -63.6% | +202.1% | -265.7% | -76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling