-67.5%
CLSK vs IR
+288.5%
-356.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | 0.0% |
| 7D | +8.8% | -2.8% | +11.7% | +11.0% |
| 30D | -6.0% | -15.1% | +9.1% | +4.4% |
| 3M | -24.4% | +6.1% | -30.4% | -28.2% |
| 6M | +19.0% | -16.8% | +35.9% | +33.1% |
| YTD | +25.4% | -3.5% | +28.9% | +26.5% |
| 1Y | +39.8% | -3.5% | +43.2% | +40.7% |
| 3Y | +177.7% | +9.5% | +168.2% | +178.2% |
| 5Y | -11.0% | +45.1% | -56.1% | -20.3% |
| All | -67.5% | +288.5% | -356.0% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling