-60.8%
CLSK vs P
+569.7%
-630.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.3% | +2.5% | +5.0% |
| 7D | +7.7% | -1.3% | +9.1% | +8.4% |
| 30D | +12.2% | -11.9% | +24.1% | +17.3% |
| 3M | -15.5% | +41.6% | -57.1% | -28.5% |
| 6M | +39.3% | +58.1% | -18.8% | +11.0% |
| YTD | +35.1% | +46.5% | -11.4% | +10.6% |
| 1Y | +34.0% | +19.1% | +15.0% | +16.6% |
| 3Y | +226.3% | +150.6% | +75.7% | +101.4% |
| 5Y | +6.4% | +271.8% | -265.4% | -40.7% |
| All | -60.8% | +569.7% | -630.5% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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