-82.3%
CLSK vs MOD
+705.1%
-787.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.7% | +2.7% | +6.2% |
| 7D | -19.7% | -25.5% | +5.9% | -9.3% |
| 30D | -46.5% | -49.0% | +2.5% | -30.1% |
| 3M | -51.7% | -49.8% | -1.9% | -36.8% |
| 6M | -57.5% | -64.8% | +7.3% | -37.3% |
| YTD | -39.1% | -27.6% | -11.5% | -32.2% |
| 1Y | -60.0% | -35.2% | -24.8% | -54.0% |
| 3Y | +42.9% | +137.1% | -94.2% | +8.4% |
| 5Y | -69.9% | +760.3% | -830.2% | -84.5% |
| All | -82.3% | +705.1% | -787.4% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling