-8.0%
CLSK vs COMP
-31.2%
+23.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.6% |
| 7D | +8.8% | +1.4% | +7.5% | +8.4% |
| 30D | -6.0% | -13.3% | +7.3% | -0.7% |
| 3M | -24.4% | +41.1% | -65.5% | -36.3% |
| 6M | +19.0% | +17.2% | +1.9% | +5.9% |
| YTD | +25.4% | +5.2% | +20.2% | +15.0% |
| 1Y | +39.8% | +18.9% | +20.8% | +19.7% |
| 3Y | +177.7% | +215.9% | -38.2% | +28.0% |
| All | -8.0% | -31.2% | +23.1% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling