+216.9%
CLSK vs CMS
+34.5%
+182.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | +17.2% | +0.2% | +17.0% | +17.2% |
| 30D | +14.6% | -1.3% | +15.9% | +14.8% |
| 3M | -16.8% | -5.4% | -11.5% | -16.9% |
| 6M | +38.2% | -10.3% | +48.5% | +40.2% |
| YTD | +31.2% | -0.2% | +31.5% | +29.6% |
| 1Y | +37.3% | -0.9% | +38.2% | +36.7% |
| All | +216.9% | +34.5% | +182.4% | +146.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling