-60.8%
CLSK vs CMI
+422.1%
-483.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.6% | +5.8% |
| 7D | +7.7% | -0.7% | +8.4% | +8.5% |
| 30D | +12.2% | -12.4% | +24.6% | +25.4% |
| 3M | -15.5% | -14.8% | -0.7% | -3.0% |
| 6M | +39.3% | +0.8% | +38.5% | +39.4% |
| YTD | +35.1% | +10.2% | +24.9% | +28.5% |
| 1Y | +34.0% | +37.4% | -3.4% | +7.1% |
| 3Y | +226.3% | +153.3% | +73.0% | +75.1% |
| 5Y | +6.4% | +167.6% | -161.2% | -44.1% |
| All | -60.8% | +422.1% | -483.0% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling