-61.4%
CLSK vs EMR
+246.9%
-308.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.7% | +6.5% |
| 7D | +21.9% | +3.1% | +18.8% | +19.9% |
| 30D | +9.6% | -3.5% | +13.1% | +11.6% |
| 3M | -18.4% | +9.8% | -28.2% | -22.6% |
| 6M | +46.4% | +10.8% | +35.6% | +39.0% |
| YTD | +33.2% | +15.9% | +17.3% | +24.8% |
| 1Y | +47.0% | +16.4% | +30.6% | +37.6% |
| 3Y | +206.4% | +62.1% | +144.3% | +158.6% |
| 5Y | +5.4% | +62.9% | -57.5% | -13.2% |
| All | -61.4% | +246.9% | -308.3% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling