+25.5%
CLSK vs SAP
-19.2%
+44.6%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.5% |
| 7D | +1.7% | -5.1% | +6.9% | +2.3% |
| 30D | +11.1% | -1.8% | +12.9% | +11.4% |
| 3M | -14.1% | +20.9% | -35.0% | -15.2% |
| 6M | +32.9% | +7.0% | +25.9% | +38.4% |
| YTD | +26.5% | -13.7% | +40.2% | +47.5% |
| All | +25.5% | -19.2% | +44.6% | +57.8% |
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