-61.4%
CLSK vs SAN
+344.0%
-405.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.4% |
| 7D | +21.9% | +3.3% | +18.5% | +20.2% |
| 30D | +9.6% | +1.1% | +8.5% | +9.0% |
| 3M | -18.4% | +22.2% | -40.6% | -25.1% |
| 6M | +46.4% | +36.0% | +10.3% | +28.8% |
| YTD | +33.2% | +28.2% | +5.0% | +20.0% |
| 1Y | +47.0% | +54.1% | -7.1% | +22.0% |
| 3Y | +206.4% | +354.2% | -147.9% | +63.3% |
| 5Y | +5.4% | +387.3% | -381.9% | -46.0% |
| All | -61.4% | +344.0% | -405.3% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling