-63.3%
CLSK vs M
-24.8%
-38.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.7% | +1.1% | -2.4% |
| 7D | +1.7% | -8.8% | +10.5% | +4.2% |
| 30D | +11.1% | -16.4% | +27.5% | +16.2% |
| 3M | -14.1% | -10.8% | -3.3% | -11.7% |
| 6M | +32.9% | +16.1% | +16.8% | +27.2% |
| YTD | +26.5% | -5.3% | +31.7% | +27.0% |
| 1Y | +27.6% | +24.9% | +2.8% | +18.8% |
| 3Y | +190.9% | +97.5% | +93.4% | +133.1% |
| 5Y | -0.4% | +20.4% | -20.8% | -9.9% |
| All | -63.3% | -24.8% | -38.5% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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