-61.4%
CLSK vs CME
+251.2%
-312.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.6% |
| 7D | +21.9% | -2.9% | +24.8% | +23.2% |
| 30D | +9.6% | +5.5% | +4.1% | +7.0% |
| 3M | -18.4% | +11.0% | -29.4% | -22.6% |
| 6M | +46.4% | -9.7% | +56.1% | +50.4% |
| YTD | +33.2% | +4.9% | +28.3% | +27.8% |
| 1Y | +47.0% | +10.1% | +36.9% | +38.0% |
| 3Y | +206.4% | +53.5% | +152.9% | +133.5% |
| 5Y | +5.4% | +77.2% | -71.8% | -25.3% |
| All | -61.4% | +251.2% | -312.5% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling