-67.9%
CLSK vs CME
+74.8%
-142.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -2.9% |
| 7D | +8.0% | +3.9% | +4.0% | +7.4% |
| 30D | -27.9% | +11.3% | -39.3% | -29.4% |
| 3M | -42.3% | +19.6% | -61.8% | -44.5% |
| 6M | -50.0% | +8.1% | -58.1% | -50.2% |
| YTD | -34.3% | +20.4% | -54.7% | -37.8% |
| 1Y | -44.5% | +16.5% | -61.0% | -46.7% |
| 3Y | +74.5% | +66.4% | +8.1% | +30.7% |
| All | -67.9% | +74.8% | -142.7% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling