+61.2%
CLSK vs AS
+114.1%
-52.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.8% | +9.1% | +7.5% |
| 7D | +21.9% | -2.6% | +24.5% | +23.1% |
| 30D | +9.6% | -22.1% | +31.7% | +22.2% |
| 3M | -18.4% | -15.3% | -3.1% | -13.3% |
| 6M | +46.4% | -15.6% | +61.9% | +56.5% |
| YTD | +33.2% | -23.2% | +56.4% | +47.9% |
| 1Y | +47.0% | -21.7% | +68.7% | +61.1% |
| All | +61.2% | +114.1% | -52.9% | +23.4% |
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