-60.8%
CLSK vs ICE
+223.5%
-284.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.2% |
| 7D | +7.7% | -2.4% | +10.1% | +9.2% |
| 30D | +12.2% | +4.0% | +8.2% | +9.4% |
| 3M | -15.5% | +13.7% | -29.1% | -22.4% |
| 6M | +39.3% | +0.9% | +38.4% | +36.9% |
| YTD | +35.1% | -2.1% | +37.2% | +33.7% |
| 1Y | +34.0% | -9.5% | +43.5% | +39.4% |
| 3Y | +226.3% | +42.1% | +184.2% | +161.9% |
| 5Y | +6.4% | +41.4% | -35.0% | -14.6% |
| All | -60.8% | +223.5% | -284.3% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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