-63.3%
CLSK vs AMCR
+16.5%
-79.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +1.7% | -5.0% | +6.7% | +3.8% |
| 30D | +11.1% | -8.0% | +19.1% | +14.5% |
| 3M | -14.1% | +14.3% | -28.4% | -20.1% |
| 6M | +32.9% | +5.3% | +27.6% | +28.2% |
| YTD | +26.5% | +7.7% | +18.7% | +20.4% |
| 1Y | +27.6% | +10.8% | +16.8% | +19.6% |
| 3Y | +190.9% | +9.6% | +181.3% | +175.6% |
| 5Y | -0.4% | -10.2% | +9.8% | +3.2% |
| All | -63.3% | +16.5% | -79.8% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling