-44.5%
CLSK vs M
+24.3%
-68.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.2% |
| 7D | +8.0% | +7.0% | +0.9% | +5.8% |
| 30D | -27.9% | +8.9% | -36.8% | -30.2% |
| 3M | -42.3% | +4.5% | -46.8% | -43.6% |
| 6M | -50.0% | +36.2% | -86.2% | -55.8% |
| YTD | -34.3% | +15.1% | -49.4% | -40.3% |
| 1Y | -44.5% | +27.4% | -71.9% | -49.6% |
| All | -44.5% | +24.3% | -68.8% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling