+39.8%
CLSK vs SAP
-19.8%
+59.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | +8.8% | -2.9% | +11.7% | +9.0% |
| 30D | -6.0% | +9.0% | -15.0% | -6.5% |
| 3M | -24.4% | +14.9% | -39.3% | -22.1% |
| 6M | +19.0% | +11.9% | +7.1% | +23.0% |
| YTD | +25.4% | -9.9% | +35.3% | +44.3% |
| 1Y | +39.8% | -19.5% | +59.3% | +84.4% |
| All | +39.8% | -19.8% | +59.6% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling