-58.1%
CLSK vs CME
+19.8%
-77.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.4% | -17.9% | -15.9% |
| 7D | -20.7% | +4.8% | -25.6% | -18.8% |
| 30D | -45.5% | +14.2% | -59.7% | -42.5% |
| 3M | -52.0% | +17.9% | -69.9% | -48.9% |
| 6M | -47.0% | +7.2% | -54.2% | -41.5% |
| YTD | -32.8% | +16.7% | -49.5% | -37.4% |
| 1Y | -58.1% | +19.6% | -77.6% | -62.0% |
| All | -58.1% | +19.8% | -77.9% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling