-60.8%
CLSK vs COO
+25.4%
-86.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.0% |
| 7D | +7.7% | -22.5% | +30.3% | +20.0% |
| 30D | +12.2% | -29.7% | +42.0% | +30.4% |
| 3M | -15.5% | -20.1% | +4.7% | -8.7% |
| 6M | +39.3% | -26.9% | +66.2% | +56.7% |
| YTD | +35.1% | -34.2% | +69.3% | +60.2% |
| 1Y | +34.0% | -21.3% | +55.3% | +44.1% |
| 3Y | +226.3% | -38.7% | +264.9% | +286.4% |
| 5Y | +6.4% | -52.2% | +58.6% | +32.5% |
| All | -60.8% | +25.4% | -86.2% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling