+6.0%
CLSK vs IRM
+197.3%
-191.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +4.9% |
| 7D | +7.7% | -1.4% | +9.2% | +9.3% |
| 30D | +12.2% | -7.4% | +19.6% | +21.1% |
| 3M | -15.5% | -7.4% | -8.1% | -7.7% |
| 6M | +39.3% | +8.7% | +30.7% | +32.7% |
| YTD | +35.1% | +40.9% | -5.9% | +3.1% |
| 1Y | +34.0% | +20.5% | +13.5% | +17.5% |
| 3Y | +226.3% | +101.7% | +124.5% | +62.2% |
| All | +6.0% | +197.3% | -191.4% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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