-80.9%
CLSK vs MOD
+1,030.5%
-1,111.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +27.9% | -30.6% | -13.4% |
| 7D | +8.0% | +40.4% | -32.5% | -7.1% |
| 30D | -27.9% | -14.0% | -13.9% | -24.4% |
| 3M | -42.3% | -33.3% | -8.9% | -33.6% |
| 6M | -50.0% | -51.4% | +1.4% | -36.1% |
| YTD | -34.3% | +1.6% | -35.9% | -37.0% |
| 1Y | -44.5% | +5.4% | -49.9% | -48.0% |
| 3Y | +74.5% | +191.0% | -116.5% | +18.3% |
| 5Y | -69.0% | +1,093.1% | -1,162.1% | -86.2% |
| All | -80.9% | +1,030.5% | -1,111.4% | -92.5% |
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