+226.3%
CLSK vs AMCR
+6.5%
+219.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.4% | +7.6% |
| 7D | +7.7% | -6.3% | +14.0% | +11.2% |
| 30D | +12.2% | -7.8% | +20.0% | +16.4% |
| 3M | -15.5% | +7.5% | -23.0% | -21.3% |
| 6M | +39.3% | +2.7% | +36.7% | +33.1% |
| YTD | +35.1% | +6.0% | +29.0% | +25.7% |
| 1Y | +34.0% | +7.8% | +26.2% | +22.7% |
| 3Y | +226.3% | +5.8% | +220.5% | +218.1% |
| All | +226.3% | +6.5% | +219.8% | +218.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 3y: compounded portfolio wealth divided by compounded AMCR 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…
3y analysis · Full analysis span regression · 6 months rolling