-63.3%
CLSK vs IAG
+408.6%
-471.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.2% | -1.4% | -3.0% |
| 7D | +1.7% | -4.1% | +5.8% | +3.0% |
| 30D | +11.1% | +10.6% | +0.5% | +7.9% |
| 3M | -14.1% | +35.4% | -49.5% | -21.8% |
| 6M | +32.9% | -9.5% | +42.5% | +35.1% |
| YTD | +26.5% | +21.8% | +4.7% | +17.7% |
| 1Y | +27.6% | +84.1% | -56.5% | +5.4% |
| 3Y | +190.9% | +817.4% | -626.4% | +37.8% |
| 5Y | -0.4% | +830.1% | -830.5% | -56.6% |
| All | -63.3% | +408.6% | -471.9% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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