+6.0%
CLSK vs MTUM
+78.7%
-72.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +4.1% |
| 7D | +7.7% | +0.7% | +7.0% | +6.4% |
| 30D | +12.2% | -2.4% | +14.7% | +18.8% |
| 3M | -15.5% | -3.6% | -11.8% | -10.2% |
| 6M | +39.3% | +23.7% | +15.7% | -14.9% |
| YTD | +35.1% | +22.9% | +12.2% | -14.7% |
| 1Y | +34.0% | +21.8% | +12.3% | -11.2% |
| 3Y | +226.3% | +114.4% | +111.8% | -36.7% |
| All | +6.0% | +78.7% | -72.7% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling