-60.8%
CLSK vs SAN
+346.9%
-407.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.8% |
| 7D | +7.7% | +0.2% | +7.5% | +7.7% |
| 30D | +12.2% | +0.9% | +11.3% | +11.7% |
| 3M | -15.5% | +19.1% | -34.6% | -21.6% |
| 6M | +39.3% | +33.2% | +6.2% | +23.8% |
| YTD | +35.1% | +29.1% | +6.0% | +21.4% |
| 1Y | +34.0% | +50.2% | -16.2% | +12.4% |
| 3Y | +226.3% | +351.0% | -124.8% | +74.4% |
| 5Y | +6.4% | +394.7% | -388.3% | -45.7% |
| All | -60.8% | +346.9% | -407.8% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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