-61.9%
CLSK vs MOD
+1,449.8%
-1,511.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.2% |
| 7D | +17.2% | +3.6% | +13.6% | +15.7% |
| 30D | +14.6% | -2.6% | +17.2% | +15.5% |
| 3M | -16.8% | -33.1% | +16.3% | -3.9% |
| 6M | +38.2% | -7.5% | +45.7% | +40.8% |
| YTD | +31.2% | +39.3% | -8.1% | +13.0% |
| 1Y | +37.3% | +34.3% | +3.1% | +19.7% |
| 3Y | +201.8% | +296.2% | -94.4% | +83.6% |
| 5Y | -1.6% | +1,504.6% | -1,506.1% | -60.4% |
| All | -61.9% | +1,449.8% | -1,511.7% | -86.5% |
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