-61.4%
CLSK vs ALM
+5,019.1%
-5,080.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.8% | -2.6% | +5.2% |
| 7D | +21.9% | +8.4% | +13.5% | +20.8% |
| 30D | +9.6% | +34.8% | -25.2% | +6.0% |
| 3M | -18.4% | +16.2% | -34.6% | -19.9% |
| 6M | +46.4% | +2.1% | +44.2% | +44.8% |
| YTD | +33.2% | +117.0% | -83.8% | +24.0% |
| 1Y | +47.0% | +313.9% | -266.9% | +30.6% |
| 3Y | +206.4% | +2,327.9% | -2,121.6% | +129.9% |
| 5Y | +5.4% | +1,040.6% | -1,035.2% | -17.8% |
| All | -61.4% | +5,019.1% | -5,080.5% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling