-63.3%
CLSK vs MCO
+420.3%
-483.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.6% |
| 7D | +1.7% | -7.3% | +9.1% | +6.9% |
| 30D | +11.1% | -1.7% | +12.8% | +11.9% |
| 3M | -14.1% | +3.9% | -18.0% | -18.1% |
| 6M | +32.9% | +3.8% | +29.1% | +26.3% |
| YTD | +26.5% | -7.9% | +34.4% | +29.0% |
| 1Y | +27.6% | -6.8% | +34.5% | +28.2% |
| 3Y | +190.9% | +40.9% | +150.0% | +121.5% |
| 5Y | -0.4% | +27.5% | -27.9% | -20.1% |
| All | -63.3% | +420.3% | -483.6% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling