-63.2%
CLSK vs IRE
-97.5%
+34.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +12.1% | -6.9% | +1.3% |
| 7D | +1.6% | -15.1% | +16.8% | +3.7% |
| 30D | -32.9% | -71.4% | +38.4% | -6.6% |
| 3M | -40.0% | -81.2% | +41.1% | -7.8% |
| 6M | -51.7% | -93.7% | +42.1% | -11.3% |
| YTD | -31.7% | -92.2% | +60.5% | -3.1% |
| 1Y | -50.8% | -97.3% | +46.5% | -11.4% |
| All | -63.2% | -97.5% | +34.3% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling