+34.0%
CLSK vs MULL
+1,810.7%
-1,776.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.0% | +7.1% |
| 7D | +7.7% | -8.4% | +16.1% | +9.8% |
| 30D | +12.2% | +9.7% | +2.5% | +8.7% |
| 3M | -15.5% | -26.8% | +11.3% | -17.1% |
| 6M | +39.3% | +220.7% | -181.4% | -11.6% |
| YTD | +35.1% | +509.0% | -474.0% | -30.2% |
| 1Y | +34.0% | +1,739.5% | -1,705.5% | -50.8% |
| All | +34.0% | +1,810.7% | -1,776.6% | -50.8% |
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