-61.9%
CLSK vs ICE
+221.6%
-283.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.0% |
| 7D | +17.2% | -0.9% | +18.1% | +17.8% |
| 30D | +14.6% | +4.0% | +10.6% | +11.7% |
| 3M | -16.8% | +11.0% | -27.8% | -22.6% |
| 6M | +38.2% | -5.0% | +43.1% | +40.7% |
| YTD | +31.2% | -2.7% | +33.9% | +30.2% |
| 1Y | +37.3% | -8.6% | +46.0% | +41.8% |
| 3Y | +201.8% | +41.4% | +160.5% | +142.9% |
| 5Y | -1.6% | +39.9% | -41.4% | -20.7% |
| All | -61.9% | +221.6% | -283.6% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling