-58.1%
CLSK vs ALM
+44.8%
-102.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.2% | -17.7% | -17.1% |
| 7D | -20.7% | -6.4% | -14.4% | -18.5% |
| 30D | -45.5% | -35.0% | -10.5% | -34.8% |
| 3M | -52.0% | -33.8% | -18.2% | -43.6% |
| 6M | -47.0% | -55.0% | +8.1% | -30.3% |
| YTD | -32.8% | -0.2% | -32.6% | -30.8% |
| 1Y | -58.1% | +41.8% | -99.9% | -63.8% |
| All | -58.1% | +44.8% | -102.9% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling