-60.8%
CLSK vs CMS
+124.1%
-184.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +6.8% |
| 7D | +7.7% | -1.9% | +9.6% | +7.6% |
| 30D | +12.2% | -4.1% | +16.3% | +12.0% |
| 3M | -15.5% | -7.1% | -8.4% | -15.7% |
| 6M | +39.3% | -10.1% | +49.4% | +38.9% |
| YTD | +35.1% | -1.7% | +36.8% | +34.9% |
| 1Y | +34.0% | -3.4% | +37.4% | +34.0% |
| 3Y | +226.3% | +31.6% | +194.7% | +228.7% |
| 5Y | +6.4% | +23.3% | -16.9% | +7.2% |
| All | -60.8% | +124.1% | -184.9% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling