+42.9%
CLSK vs COMP
+353.8%
-310.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +10.7% | -2.3% | +5.0% |
| 7D | -19.7% | +13.4% | -33.1% | -23.2% |
| 30D | -46.5% | +11.1% | -57.6% | -48.7% |
| 3M | -51.7% | -18.8% | -32.8% | -49.0% |
| 6M | -57.5% | +10.5% | -68.0% | -60.4% |
| YTD | -39.1% | -3.4% | -35.7% | -42.0% |
| 1Y | -60.0% | +19.7% | -79.7% | -64.6% |
| 3Y | +42.9% | +381.6% | -338.7% | -40.5% |
| All | +42.9% | +353.8% | -310.9% | -40.5% |
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