-61.9%
CLSK vs MKC
+35.8%
-97.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +17.2% | -4.3% | +21.5% | +18.0% |
| 30D | +14.6% | -3.1% | +17.7% | +14.8% |
| 3M | -16.8% | +6.8% | -23.7% | -18.9% |
| 6M | +38.2% | -18.3% | +56.5% | +42.9% |
| YTD | +31.2% | -23.1% | +54.3% | +36.8% |
| 1Y | +37.3% | -23.7% | +61.0% | +42.8% |
| 3Y | +201.8% | -31.0% | +232.8% | +218.1% |
| 5Y | -1.6% | -33.5% | +32.0% | +2.9% |
| All | -61.9% | +35.8% | -97.8% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling