-61.9%
CLSK vs MTB
+131.3%
-193.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +17.2% | +1.1% | +16.1% | +16.6% |
| 30D | +14.6% | -4.6% | +19.2% | +17.7% |
| 3M | -16.8% | +6.3% | -23.1% | -20.3% |
| 6M | +38.2% | +15.6% | +22.6% | +25.7% |
| YTD | +31.2% | +20.6% | +10.7% | +15.9% |
| 1Y | +37.3% | +22.5% | +14.8% | +20.1% |
| 3Y | +201.8% | +114.4% | +87.4% | +104.6% |
| 5Y | -1.6% | +101.9% | -103.4% | -28.8% |
| All | -61.9% | +131.3% | -193.3% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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