-71.4%
CLSK vs COMP
-53.0%
-18.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.4% | +2.5% | -1.8% |
| 7D | -19.4% | +7.2% | -26.6% | -21.9% |
| 30D | -37.4% | +6.4% | -43.8% | -39.6% |
| 3M | -43.3% | -19.4% | -23.9% | -39.0% |
| 6M | -53.7% | +14.6% | -68.3% | -58.5% |
| YTD | -35.1% | -5.5% | -29.6% | -38.7% |
| 1Y | -56.3% | +13.7% | -69.9% | -62.0% |
| 3Y | +75.7% | +409.7% | -334.0% | -37.6% |
| 5Y | -67.7% | -17.0% | -50.6% | -72.4% |
| All | -71.4% | -53.0% | -18.4% | -60.3% |
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