-58.1%
CLSK vs MKC
-18.2%
-39.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.4% | -22.0% | -12.6% |
| 7D | -20.7% | +9.6% | -30.3% | -14.7% |
| 30D | -45.5% | +12.0% | -57.5% | -40.3% |
| 3M | -52.0% | -2.0% | -50.0% | -51.4% |
| 6M | -47.0% | +7.2% | -54.2% | -44.3% |
| YTD | -32.8% | -23.7% | -9.1% | -42.8% |
| 1Y | -58.1% | -18.3% | -39.8% | -61.3% |
| All | -58.1% | -18.2% | -39.9% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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