-44.8%
CLSK vs COMP
-47.7%
+2.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.6% |
| 7D | +8.8% | +1.4% | +7.5% | +8.3% |
| 30D | -6.0% | -13.3% | +7.3% | -0.6% |
| 3M | -24.4% | +41.1% | -65.5% | -36.5% |
| 6M | +19.0% | +17.2% | +1.9% | +5.6% |
| YTD | +25.4% | +5.2% | +20.2% | +14.7% |
| 1Y | +39.8% | +18.9% | +20.8% | +19.2% |
| 3Y | +177.7% | +215.9% | -38.2% | +25.6% |
| 5Y | -11.0% | -31.2% | +20.2% | -10.1% |
| All | -44.8% | -47.7% | +2.9% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling