+206.4%
CLSK vs COMP
+221.9%
-15.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.3% | +9.6% | +7.3% |
| 7D | +21.9% | +4.1% | +17.8% | +20.3% |
| 30D | +9.6% | -14.5% | +24.1% | +14.7% |
| 3M | -18.4% | +41.8% | -60.2% | -29.1% |
| 6M | +46.4% | +23.6% | +22.8% | +30.7% |
| YTD | +33.2% | +1.7% | +31.5% | +25.9% |
| 1Y | +47.0% | +12.6% | +34.4% | +32.8% |
| 3Y | +206.4% | +221.9% | -15.5% | +50.2% |
| All | +206.4% | +221.9% | -15.5% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling