-58.1%
CLSK vs MCO
+9.9%
-68.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +4.9% | -21.5% | -16.1% |
| 7D | -20.7% | +10.7% | -31.4% | -20.4% |
| 30D | -45.5% | +17.9% | -63.4% | -45.6% |
| 3M | -52.0% | +9.5% | -61.5% | -51.8% |
| 6M | -47.0% | +18.1% | -65.0% | -48.0% |
| YTD | -32.8% | +4.1% | -36.9% | -35.8% |
| 1Y | -58.1% | +9.3% | -67.4% | -62.3% |
| All | -58.1% | +9.9% | -68.0% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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