-60.8%
CLSK vs MKTX
+10.1%
-70.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | +7.7% | -0.2% | +8.0% | +7.8% |
| 30D | +12.2% | +0.7% | +11.5% | +11.9% |
| 3M | -15.5% | +40.8% | -56.3% | -27.1% |
| 6M | +39.3% | -8.0% | +47.3% | +42.2% |
| YTD | +35.1% | -8.7% | +43.8% | +37.6% |
| 1Y | +34.0% | -11.8% | +45.9% | +37.5% |
| 3Y | +226.3% | -24.0% | +250.3% | +240.5% |
| 5Y | +6.4% | -60.3% | +66.7% | +43.4% |
| All | -60.8% | +10.1% | -70.9% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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