-23.7%
CLSK vs S
-56.8%
+33.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | +8.8% | -7.7% | +16.5% | +13.9% |
| 30D | -6.0% | -5.3% | -0.7% | -4.7% |
| 3M | -24.4% | +20.3% | -44.6% | -34.9% |
| 6M | +19.0% | +47.4% | -28.3% | -12.3% |
| YTD | +25.4% | +32.5% | -7.1% | -2.2% |
| 1Y | +39.8% | +9.5% | +30.2% | +21.9% |
| 3Y | +177.7% | +15.5% | +162.2% | +127.5% |
| 5Y | -11.0% | -71.2% | +60.2% | +31.6% |
| All | -23.7% | -56.8% | +33.0% | -2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling