-0.4%
CLSK vs S
-70.4%
+70.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.8% |
| 7D | +1.7% | +0.1% | +1.7% | +1.6% |
| 30D | +11.1% | -11.8% | +22.9% | +17.8% |
| 3M | -14.1% | +33.9% | -48.0% | -31.5% |
| 6M | +32.9% | +40.1% | -7.2% | +0.2% |
| YTD | +26.5% | +32.1% | -5.6% | -2.1% |
| 1Y | +27.6% | +11.0% | +16.6% | +9.7% |
| 3Y | +190.9% | +16.9% | +174.0% | +133.4% |
| 5Y | -0.4% | -68.9% | +68.5% | +51.0% |
| All | -0.4% | -70.4% | +70.0% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling