-41.3%
CLSK vs COMP
-49.4%
+8.1%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.6% | +7.7% |
| 7D | +21.9% | +4.1% | +17.8% | +19.8% |
| 30D | +9.6% | -14.5% | +24.1% | +16.4% |
| 3M | -18.4% | +41.8% | -60.2% | -31.8% |
| 6M | +46.4% | +23.6% | +22.8% | +26.4% |
| YTD | +33.2% | +1.7% | +31.5% | +23.5% |
| 1Y | +47.0% | +12.6% | +34.4% | +28.2% |
| 3Y | +206.4% | +221.9% | -15.5% | +36.9% |
| 5Y | +5.4% | -28.1% | +33.5% | +1.9% |
| All | -41.3% | -49.4% | +8.1% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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