-80.9%
CLSK vs M
-8.6%
-72.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.2% |
| 7D | +8.0% | +7.0% | +0.9% | +6.1% |
| 30D | -27.9% | +8.9% | -36.8% | -29.9% |
| 3M | -42.3% | +4.5% | -46.8% | -43.4% |
| 6M | -50.0% | +36.2% | -86.2% | -54.4% |
| YTD | -34.3% | +15.1% | -49.4% | -37.7% |
| 1Y | -44.5% | +27.4% | -71.9% | -48.9% |
| 3Y | +74.5% | +160.1% | -85.6% | +29.1% |
| 5Y | -69.0% | -1.6% | -67.4% | -72.3% |
| All | -80.9% | -8.6% | -72.3% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling