+205.5%
CLSK vs SAN
+342.3%
-136.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.4% |
| 7D | +1.7% | -2.8% | +4.5% | +3.8% |
| 30D | +11.1% | -0.5% | +11.7% | +11.5% |
| 3M | -14.1% | +22.7% | -36.8% | -25.2% |
| 6M | +32.9% | +28.8% | +4.1% | +12.5% |
| YTD | +26.5% | +26.3% | +0.2% | +7.7% |
| 1Y | +27.6% | +48.8% | -21.2% | -3.1% |
| All | +205.5% | +342.3% | -136.8% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling