-60.8%
CLSK vs LOW
+256.8%
-317.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.7% |
| 7D | +7.7% | -3.7% | +11.5% | +9.9% |
| 30D | +12.2% | -8.9% | +21.1% | +17.8% |
| 3M | -15.5% | -10.4% | -5.0% | -11.7% |
| 6M | +39.3% | -19.4% | +58.7% | +54.8% |
| YTD | +35.1% | -17.1% | +52.2% | +47.1% |
| 1Y | +34.0% | -26.3% | +60.3% | +54.4% |
| 3Y | +226.3% | -9.9% | +236.1% | +239.7% |
| 5Y | +6.4% | +6.1% | +0.3% | +5.9% |
| All | -60.8% | +256.8% | -317.6% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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