-17.3%
CLSK vs AS
+142.2%
-159.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +3.1% | +9.0% | +10.8% |
| 7D | -3.4% | +5.8% | -9.2% | -6.0% |
| 30D | -34.2% | +15.4% | -49.5% | -38.6% |
| 3M | -43.8% | -11.9% | -31.9% | -41.1% |
| 6M | -51.3% | -9.9% | -41.4% | -49.8% |
| YTD | -31.7% | -13.1% | -18.6% | -28.7% |
| 1Y | -55.6% | +9.9% | -65.5% | -58.2% |
| All | -17.3% | +142.2% | -159.6% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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