-0.4%
CLSK vs SAP
+52.7%
-53.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.3% |
| 7D | +1.7% | -5.1% | +6.9% | +6.3% |
| 30D | +11.1% | -1.8% | +12.9% | +12.5% |
| 3M | -14.1% | +20.9% | -35.0% | -31.7% |
| 6M | +32.9% | +7.0% | +25.9% | +17.7% |
| YTD | +26.5% | -13.7% | +40.2% | +35.7% |
| 1Y | +27.6% | -19.6% | +47.2% | +50.7% |
| 3Y | +190.9% | +52.4% | +138.5% | +33.3% |
| 5Y | -0.4% | +54.4% | -54.8% | -56.3% |
| All | -0.4% | +52.7% | -53.1% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling