-81.2%
CLSK vs MOD
+758.9%
-840.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -3.8% |
| 7D | -19.4% | -17.8% | -1.5% | -12.3% |
| 30D | -37.4% | -43.2% | +5.8% | -21.4% |
| 3M | -43.3% | -46.0% | +2.7% | -27.8% |
| 6M | -53.7% | -62.2% | +8.5% | -33.4% |
| YTD | -35.1% | -22.8% | -12.3% | -29.4% |
| 1Y | -56.3% | -35.5% | -20.8% | -49.6% |
| 3Y | +75.7% | +128.2% | -52.6% | +34.0% |
| 5Y | -67.7% | +791.6% | -859.3% | -83.6% |
| All | -81.2% | +758.9% | -840.1% | -91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling