-72.3%
CLSK vs COMP
-17.6%
-54.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +10.7% | -2.3% | +4.0% |
| 7D | -19.7% | +13.4% | -33.1% | -24.2% |
| 30D | -46.5% | +11.1% | -57.6% | -49.4% |
| 3M | -51.7% | -18.8% | -32.8% | -48.3% |
| 6M | -57.5% | +10.5% | -68.0% | -61.3% |
| YTD | -39.1% | -3.4% | -35.7% | -43.0% |
| 1Y | -60.0% | +19.7% | -79.7% | -66.0% |
| 3Y | +42.9% | +381.6% | -338.7% | -46.5% |
| All | -72.3% | -17.6% | -54.7% | -76.6% |
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