-80.4%
CLSK vs CMS
+132.9%
-213.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.1% |
| 7D | +20.4% | -1.3% | +21.7% | +20.3% |
| 30D | -32.6% | +5.3% | -37.9% | -32.4% |
| 3M | -43.8% | -0.3% | -43.5% | -43.8% |
| 6M | -49.2% | -4.0% | -45.2% | -49.2% |
| YTD | -32.4% | +2.1% | -34.5% | -32.3% |
| 1Y | -48.7% | -4.7% | -44.0% | -48.6% |
| 3Y | +82.9% | +36.8% | +46.1% | +84.8% |
| 5Y | -68.1% | +34.9% | -102.9% | -67.5% |
| All | -80.4% | +132.9% | -213.3% | -68.4% |
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