-67.9%
CLSK vs IR
+46.0%
-113.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.4% |
| 7D | +8.0% | +2.5% | +5.4% | +5.3% |
| 30D | -27.9% | +9.2% | -37.1% | -34.5% |
| 3M | -42.3% | +0.9% | -43.2% | -43.4% |
| 6M | -50.0% | +19.2% | -69.2% | -61.0% |
| YTD | -34.3% | +7.5% | -41.8% | -43.2% |
| 1Y | -44.5% | +11.7% | -56.2% | -54.7% |
| 3Y | +74.5% | +23.9% | +50.6% | +29.0% |
| All | -67.9% | +46.0% | -113.9% | -81.6% |
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