+6.0%
CLSK vs CMI
+164.8%
-158.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.6% | +5.3% |
| 7D | +7.7% | -0.7% | +8.4% | +8.8% |
| 30D | +12.2% | -12.4% | +24.6% | +31.2% |
| 3M | -15.5% | -14.8% | -0.7% | +1.9% |
| 6M | +39.3% | +0.8% | +38.5% | +35.5% |
| YTD | +35.1% | +10.2% | +24.9% | +20.7% |
| 1Y | +34.0% | +37.4% | -3.4% | -8.9% |
| 3Y | +226.3% | +153.3% | +73.0% | +10.7% |
| All | +6.0% | +164.8% | -158.8% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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