-31.8%
CLSK vs IRE
-85.3%
+53.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.8% | +4.2% | -1.2% |
| 7D | +1.7% | +7.9% | -6.2% | -1.0% |
| 30D | +11.1% | +9.3% | +1.8% | +5.4% |
| 3M | -14.1% | -52.3% | +38.2% | -5.2% |
| 6M | +32.9% | -38.5% | +71.4% | +16.9% |
| YTD | +26.5% | -54.8% | +81.3% | +10.8% |
| All | -31.8% | -85.3% | +53.5% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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