-70.2%
CLSK vs COMP
-52.8%
-17.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.1% |
| 7D | +20.4% | +8.9% | +11.5% | +16.4% |
| 30D | -32.6% | +14.0% | -46.6% | -36.8% |
| 3M | -43.8% | -21.1% | -22.7% | -39.0% |
| 6M | -49.2% | +20.1% | -69.3% | -55.5% |
| YTD | -32.4% | -5.0% | -27.4% | -36.2% |
| 1Y | -48.7% | +5.7% | -54.4% | -53.8% |
| 3Y | +82.9% | +412.2% | -329.4% | -35.2% |
| 5Y | -68.1% | -12.1% | -56.0% | -73.6% |
| All | -70.2% | -52.8% | -17.5% | -58.7% |
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