+205.5%
CLSK vs CME
+52.3%
+153.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.7% |
| 7D | +1.7% | -2.4% | +4.1% | +1.2% |
| 30D | +11.1% | +6.2% | +4.9% | +12.7% |
| 3M | -14.1% | +4.4% | -18.5% | -12.1% |
| 6M | +32.9% | -9.6% | +42.6% | +34.6% |
| YTD | +26.5% | +3.8% | +22.7% | +28.8% |
| 1Y | +27.6% | +9.5% | +18.1% | +31.7% |
| All | +205.5% | +52.3% | +153.2% | +182.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling