-60.8%
CLSK vs CME
+249.4%
-310.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.6% |
| 7D | +7.7% | -1.6% | +9.3% | +8.4% |
| 30D | +12.2% | +5.6% | +6.6% | +9.6% |
| 3M | -15.5% | +5.6% | -21.0% | -17.9% |
| 6M | +39.3% | -8.3% | +47.6% | +42.2% |
| YTD | +35.1% | +4.3% | +30.7% | +29.8% |
| 1Y | +34.0% | +9.1% | +24.9% | +26.3% |
| 3Y | +226.3% | +52.1% | +174.2% | +149.9% |
| 5Y | +6.4% | +79.7% | -73.3% | -25.1% |
| All | -60.8% | +249.4% | -310.2% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling