+51.8%
CLSK vs AS
+120.4%
-68.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | -0.8% |
| 7D | +8.8% | -4.9% | +13.7% | +11.3% |
| 30D | -6.0% | -19.6% | +13.6% | +3.4% |
| 3M | -24.4% | -14.4% | -10.0% | -19.9% |
| 6M | +19.0% | -20.1% | +39.2% | +30.8% |
| YTD | +25.4% | -20.9% | +46.3% | +37.5% |
| 1Y | +39.8% | -21.9% | +61.6% | +53.3% |
| All | +51.8% | +120.4% | -68.6% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling