-61.9%
CLSK vs IRM
+519.8%
-581.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.2% |
| 7D | +17.2% | +3.0% | +14.2% | +16.0% |
| 30D | +14.6% | -5.2% | +19.8% | +17.2% |
| 3M | -16.8% | -8.0% | -8.8% | -13.4% |
| 6M | +38.2% | +9.2% | +29.0% | +36.6% |
| YTD | +31.2% | +41.0% | -9.8% | +20.7% |
| 1Y | +37.3% | +23.3% | +14.1% | +31.7% |
| 3Y | +201.8% | +102.8% | +99.0% | +163.9% |
| 5Y | -1.6% | +192.8% | -194.3% | -15.1% |
| All | -61.9% | +519.8% | -581.8% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling