-1.6%
CLSK vs CMS
+23.1%
-24.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 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% | -16.5% |
| 6M | +38.2% | -10.3% | +48.5% | +40.4% |
| YTD | +31.2% | -0.2% | +31.5% | +30.1% |
| 1Y | +37.3% | -0.9% | +38.2% | +36.8% |
| 3Y | +201.8% | +34.0% | +167.9% | +172.3% |
| 5Y | -1.6% | +23.6% | -25.1% | +0.9% |
| All | -1.6% | +23.1% | -24.6% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling