-28.2%
CLSK vs IRE
-82.8%
+54.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +10.2% | -4.0% | +3.1% |
| 7D | +21.9% | +58.9% | -37.0% | +5.3% |
| 30D | +9.6% | +17.2% | -7.6% | +1.7% |
| 3M | -18.4% | -58.6% | +40.2% | -6.6% |
| 6M | +46.4% | -23.5% | +69.8% | +20.1% |
| YTD | +33.2% | -47.4% | +80.6% | +11.6% |
| All | -28.2% | -82.8% | +54.7% | -25.9% |
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