+37.3%
CLSK vs MOD
+34.0%
+3.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +0.2% |
| 7D | +17.2% | +3.6% | +13.6% | +15.2% |
| 30D | +14.6% | -2.6% | +17.2% | +15.7% |
| 3M | -16.8% | -33.1% | +16.3% | -0.9% |
| 6M | +38.2% | -7.5% | +45.7% | +40.6% |
| YTD | +31.2% | +39.3% | -8.1% | +9.9% |
| 1Y | +37.3% | +34.3% | +3.1% | +20.1% |
| All | +37.3% | +34.0% | +3.3% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling