-58.1%
CLSK vs MULL
+444.9%
-502.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -13.8% | -2.8% | -13.0% |
| 7D | -20.7% | -35.9% | +15.2% | -10.9% |
| 30D | -45.5% | -47.3% | +1.8% | -36.1% |
| 3M | -52.0% | -30.6% | -21.4% | -47.9% |
| 6M | -47.0% | +13.7% | -60.7% | -54.6% |
| YTD | -32.8% | +272.1% | -304.9% | -59.4% |
| 1Y | -58.1% | +475.1% | -533.1% | -77.8% |
| All | -58.1% | +444.9% | -502.9% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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