+226.3%
CLSK vs MKC
-31.4%
+257.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.8% |
| 7D | +7.7% | -1.5% | +9.2% | +7.6% |
| 30D | +12.2% | -3.1% | +15.3% | +11.8% |
| 3M | -15.5% | +5.2% | -20.7% | -16.1% |
| 6M | +39.3% | -12.8% | +52.2% | +40.5% |
| YTD | +35.1% | -23.3% | +58.4% | +37.5% |
| 1Y | +34.0% | -24.1% | +58.1% | +36.6% |
| 3Y | +226.3% | -32.1% | +258.4% | +276.2% |
| All | +226.3% | -31.4% | +257.6% | +276.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling