-61.4%
CLSK vs AME
+429.5%
-490.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | +21.9% | +2.8% | +19.1% | +19.4% |
| 30D | +9.6% | -6.3% | +15.9% | +15.3% |
| 3M | -18.4% | +5.4% | -23.8% | -21.3% |
| 6M | +46.4% | +7.4% | +38.9% | +39.7% |
| YTD | +33.2% | +16.2% | +17.0% | +20.1% |
| 1Y | +47.0% | +26.8% | +20.2% | +23.5% |
| 3Y | +206.4% | +57.5% | +148.9% | +129.2% |
| 5Y | +5.4% | +84.8% | -79.5% | -26.1% |
| All | -61.4% | +429.5% | -490.9% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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