-58.1%
CLSK vs MTUM
+9.7%
-67.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.0% | -14.6% | -12.8% |
| 7D | -20.7% | -10.1% | -10.7% | -2.1% |
| 30D | -45.5% | -15.6% | -30.0% | -23.6% |
| 3M | -52.0% | -12.7% | -39.3% | -36.2% |
| 6M | -47.0% | -3.7% | -43.2% | -48.3% |
| YTD | -32.8% | +9.4% | -42.3% | -53.0% |
| 1Y | -58.1% | +10.2% | -68.3% | -71.2% |
| All | -58.1% | +9.7% | -67.8% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling