-80.9%
CLSK vs CI
+139.6%
-220.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +8.0% | +1.2% | +6.8% | +7.8% |
| 30D | -27.9% | +2.6% | -30.5% | -28.3% |
| 3M | -42.3% | +7.4% | -49.7% | -43.1% |
| 6M | -50.0% | -0.1% | -49.9% | -50.3% |
| YTD | -34.3% | +9.7% | -44.0% | -35.8% |
| 1Y | -44.5% | +12.1% | -56.6% | -46.1% |
| 3Y | +74.5% | +7.0% | +67.5% | +68.4% |
| 5Y | -69.0% | +49.7% | -118.7% | -71.6% |
| All | -80.9% | +139.6% | -220.5% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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