-1.6%
CLSK vs M
+22.2%
-23.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | +0.5% |
| 7D | +17.2% | -4.1% | +21.3% | +19.4% |
| 30D | +14.6% | -13.6% | +28.2% | +22.1% |
| 3M | -16.8% | -2.3% | -14.6% | -16.8% |
| 6M | +38.2% | +21.9% | +16.3% | +24.2% |
| YTD | +31.2% | -0.6% | +31.8% | +28.4% |
| 1Y | +37.3% | +29.7% | +7.6% | +17.1% |
| 3Y | +201.8% | +107.3% | +94.5% | +78.9% |
| 5Y | -1.6% | +20.5% | -22.0% | -22.0% |
| All | -1.6% | +22.2% | -23.8% | -22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling