-61.4%
CLSK vs IP
+22.3%
-83.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +7.0% |
| 7D | +21.9% | +0.1% | +21.8% | +21.8% |
| 30D | +9.6% | -11.2% | +20.8% | +14.4% |
| 3M | -18.4% | +12.3% | -30.7% | -23.3% |
| 6M | +46.4% | -5.2% | +51.6% | +45.9% |
| YTD | +33.2% | -4.0% | +37.2% | +31.3% |
| 1Y | +47.0% | -19.2% | +66.2% | +55.3% |
| 3Y | +206.4% | +20.3% | +186.0% | +174.8% |
| 5Y | +5.4% | -17.5% | +22.9% | +5.7% |
| All | -61.4% | +22.3% | -83.7% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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