-63.6%
CLSK vs MOD
+1,522.2%
-1,585.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | -0.7% |
| 7D | +8.8% | +9.6% | -0.8% | +5.2% |
| 30D | -6.0% | 0.0% | -6.0% | -6.1% |
| 3M | -24.4% | -35.4% | +11.0% | -11.5% |
| 6M | +19.0% | -7.3% | +26.3% | +21.3% |
| YTD | +25.4% | +45.8% | -20.4% | +6.2% |
| 1Y | +39.8% | +43.1% | -3.4% | +19.0% |
| 3Y | +177.7% | +297.7% | -120.0% | +67.9% |
| 5Y | -11.0% | +1,478.8% | -1,489.8% | -64.3% |
| All | -63.6% | +1,522.2% | -1,585.8% | -87.3% |
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