-61.9%
CLSK vs HIG
+257.2%
-319.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.7% |
| 7D | +17.2% | -0.5% | +17.7% | +17.4% |
| 30D | +14.6% | -2.8% | +17.4% | +15.6% |
| 3M | -16.8% | +6.3% | -23.2% | -19.6% |
| 6M | +38.2% | -0.1% | +38.3% | +36.3% |
| YTD | +31.2% | +0.4% | +30.8% | +28.4% |
| 1Y | +37.3% | +6.2% | +31.1% | +30.6% |
| 3Y | +201.8% | +101.6% | +100.2% | +119.0% |
| 5Y | -1.6% | +119.8% | -121.4% | -30.0% |
| All | -61.9% | +257.2% | -319.1% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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