-61.9%
CLSK vs LOW
+260.0%
-321.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | +17.2% | -0.6% | +17.8% | +17.6% |
| 30D | +14.6% | -9.3% | +23.8% | +20.4% |
| 3M | -16.8% | -8.1% | -8.8% | -14.4% |
| 6M | +38.2% | -19.8% | +57.9% | +53.8% |
| YTD | +31.2% | -16.4% | +47.6% | +42.2% |
| 1Y | +37.3% | -24.7% | +62.0% | +56.3% |
| 3Y | +201.8% | -8.8% | +210.6% | +212.2% |
| 5Y | -1.6% | +7.8% | -9.3% | -2.6% |
| All | -61.9% | +260.0% | -321.9% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling