+3.3%
CLSK vs IR
+35.9%
-32.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | +0.9% |
| 7D | +17.2% | -1.9% | +19.1% | +19.7% |
| 30D | +14.6% | -15.0% | +29.6% | +37.2% |
| 3M | -16.8% | -0.4% | -16.4% | -19.5% |
| 6M | +38.2% | -15.0% | +53.2% | +61.2% |
| YTD | +31.2% | -7.1% | +38.3% | +34.0% |
| 1Y | +37.3% | -7.5% | +44.9% | +39.7% |
| 3Y | +201.8% | +6.3% | +195.5% | +166.3% |
| All | +3.3% | +35.9% | -32.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 5y: compounded portfolio wealth divided by compounded IR 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…
5y analysis · Full analysis span regression · 6 months rolling