+74.5%
CLSK vs CME
+65.9%
+8.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.5% |
| 7D | +8.0% | +3.9% | +4.0% | +9.6% |
| 30D | -27.9% | +11.3% | -39.3% | -24.9% |
| 3M | -42.3% | +19.6% | -61.8% | -38.5% |
| 6M | -50.0% | +8.1% | -58.1% | -46.5% |
| YTD | -34.3% | +20.4% | -54.7% | -29.1% |
| 1Y | -44.5% | +16.5% | -61.0% | -40.7% |
| 3Y | +74.5% | +66.4% | +8.1% | +83.1% |
| All | +74.5% | +65.9% | +8.6% | +83.1% |
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