-60.8%
CLSK vs IT
+77.3%
-138.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.3% | +1.5% | +4.8% |
| 7D | +7.7% | -3.7% | +11.4% | +9.0% |
| 30D | +12.2% | +0.1% | +12.2% | +11.5% |
| 3M | -15.5% | +20.7% | -36.1% | -26.4% |
| 6M | +39.3% | +12.0% | +27.4% | +23.6% |
| YTD | +35.1% | -28.8% | +63.9% | +47.2% |
| 1Y | +34.0% | -25.5% | +59.5% | +40.2% |
| 3Y | +226.3% | -48.8% | +275.0% | +320.1% |
| 5Y | +6.4% | -42.7% | +49.1% | +30.8% |
| All | -60.8% | +77.3% | -138.1% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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