-60.8%
CLSK vs ALM
+4,047.3%
-4,108.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.5% | +13.3% | +7.6% |
| 7D | +7.7% | -11.8% | +19.6% | +9.2% |
| 30D | +12.2% | +7.8% | +4.4% | +11.3% |
| 3M | -15.5% | -9.3% | -6.2% | -14.7% |
| 6M | +39.3% | -30.5% | +69.8% | +43.3% |
| YTD | +35.1% | +75.8% | -40.7% | +28.8% |
| 1Y | +34.0% | +241.2% | -207.2% | +21.8% |
| 3Y | +226.3% | +1,872.6% | -1,646.4% | +150.7% |
| 5Y | +6.4% | +849.6% | -843.2% | -15.2% |
| All | -60.8% | +4,047.3% | -4,108.1% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling