-63.3%
CLSK vs APD
+170.0%
-233.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | +1.7% | -3.5% | +5.2% | +3.3% |
| 30D | +11.1% | -5.1% | +16.2% | +13.3% |
| 3M | -14.1% | +6.9% | -21.0% | -17.9% |
| 6M | +32.9% | +8.1% | +24.8% | +25.5% |
| YTD | +26.5% | +21.2% | +5.2% | +12.0% |
| 1Y | +27.6% | +4.9% | +22.8% | +20.6% |
| 3Y | +190.9% | +6.3% | +184.6% | +171.7% |
| 5Y | -0.4% | +24.3% | -24.7% | -13.6% |
| All | -63.3% | +170.0% | -233.3% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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