-63.3%
CLSK vs BG
+147.5%
-210.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.9% |
| 7D | +1.7% | +3.7% | -2.0% | +0.4% |
| 30D | +11.1% | +12.3% | -1.2% | +6.2% |
| 3M | -14.1% | -2.2% | -11.9% | -14.0% |
| 6M | +32.9% | +5.3% | +27.6% | +28.6% |
| YTD | +26.5% | +42.4% | -15.9% | +9.4% |
| 1Y | +27.6% | +55.2% | -27.6% | +6.3% |
| 3Y | +190.9% | +21.0% | +169.9% | +160.7% |
| 5Y | -0.4% | +87.1% | -87.5% | -22.7% |
| All | -63.3% | +147.5% | -210.9% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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