-67.1%
CLSK vs Q
+68.3%
-135.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.5% | +0.8% | 0.0% |
| 7D | +8.0% | +1.2% | +6.8% | +7.3% |
| 30D | -27.9% | -2.7% | -25.2% | -25.4% |
| 3M | -42.3% | -16.9% | -25.3% | -33.2% |
| 6M | -50.0% | -26.9% | -23.1% | -38.7% |
| YTD | -34.3% | +45.2% | -79.5% | -52.0% |
| 1Y | -44.5% | +38.1% | -82.6% | -60.2% |
| All | -67.1% | +68.3% | -135.4% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling