-61.9%
CLSK vs MAR
+368.2%
-430.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -2.0% |
| 7D | +17.2% | -0.5% | +17.7% | +17.5% |
| 30D | +14.6% | -4.7% | +19.2% | +17.9% |
| 3M | -16.8% | -15.6% | -1.2% | -8.4% |
| 6M | +38.2% | +1.2% | +37.0% | +36.5% |
| YTD | +31.2% | +7.5% | +23.7% | +23.4% |
| 1Y | +37.3% | +26.6% | +10.7% | +15.5% |
| 3Y | +201.8% | +66.0% | +135.9% | +126.1% |
| 5Y | -1.6% | +154.1% | -155.7% | -35.9% |
| All | -61.9% | +368.2% | -430.2% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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