-80.9%
CLSK vs IBB
+125.9%
-206.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.3% |
| 7D | +8.0% | -0.5% | +8.5% | +8.9% |
| 30D | -27.9% | +4.6% | -32.5% | -30.7% |
| 3M | -42.3% | +6.8% | -49.1% | -46.6% |
| 6M | -50.0% | +23.1% | -73.1% | -61.3% |
| YTD | -34.3% | +26.0% | -60.3% | -49.7% |
| 1Y | -44.5% | +30.4% | -74.9% | -58.9% |
| 3Y | +74.5% | +85.4% | -10.9% | -5.7% |
| 5Y | -69.0% | +39.7% | -108.7% | -77.3% |
| All | -80.9% | +125.9% | -206.9% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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