+5.4%
CLSK vs MOD
+1,517.7%
-1,512.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.8% |
| 7D | +21.9% | +6.3% | +15.6% | +18.1% |
| 30D | +9.6% | -1.7% | +11.3% | +10.3% |
| 3M | -18.4% | -30.1% | +11.7% | -2.8% |
| 6M | +46.4% | +2.7% | +43.7% | +40.5% |
| YTD | +33.2% | +44.1% | -10.9% | +3.5% |
| 1Y | +47.0% | +38.7% | +8.3% | +15.6% |
| 3Y | +206.4% | +309.8% | -103.4% | +28.9% |
| 5Y | +5.4% | +1,569.7% | -1,564.3% | -80.9% |
| All | +5.4% | +1,517.7% | -1,512.4% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling