-60.8%
CLSK vs EMR
+247.0%
-307.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.6% | +4.2% | +5.3% |
| 7D | +7.7% | -0.4% | +8.1% | +8.0% |
| 30D | +12.2% | -6.8% | +19.0% | +16.7% |
| 3M | -15.5% | +7.5% | -22.9% | -18.9% |
| 6M | +39.3% | +9.9% | +29.5% | +33.1% |
| YTD | +35.1% | +16.0% | +19.1% | +26.7% |
| 1Y | +34.0% | +12.4% | +21.6% | +27.7% |
| 3Y | +226.3% | +60.2% | +166.0% | +176.5% |
| 5Y | +6.4% | +67.9% | -61.5% | -12.4% |
| All | -60.8% | +247.0% | -307.8% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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