-60.8%
CLSK vs OMC
+32.6%
-93.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +7.0% |
| 7D | +7.7% | -4.4% | +12.1% | +9.6% |
| 30D | +12.2% | -7.6% | +19.8% | +15.4% |
| 3M | -15.5% | +4.5% | -20.0% | -18.9% |
| 6M | +39.3% | -0.3% | +39.6% | +36.3% |
| YTD | +35.1% | -0.1% | +35.2% | +30.4% |
| 1Y | +34.0% | +4.6% | +29.4% | +25.4% |
| 3Y | +226.3% | +10.5% | +215.8% | +199.7% |
| 5Y | +6.4% | +31.7% | -25.3% | -5.8% |
| All | -60.8% | +32.6% | -93.4% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling