+42.9%
CLSK vs MOD
+129.2%
-86.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.7% | +2.7% | +5.1% |
| 7D | -19.7% | -25.5% | +5.9% | -4.3% |
| 30D | -46.5% | -49.0% | +2.5% | -21.1% |
| 3M | -51.7% | -49.8% | -1.9% | -28.8% |
| 6M | -57.5% | -64.8% | +7.3% | -25.9% |
| YTD | -39.1% | -27.6% | -11.5% | -31.8% |
| 1Y | -60.0% | -35.2% | -24.8% | -53.0% |
| 3Y | +42.9% | +137.1% | -94.2% | -32.8% |
| All | +42.9% | +129.2% | -86.3% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling