-65.7%
CLSK vs SARO
-6.5%
-59.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -1.6% | -14.9% | -15.3% |
| 7D | -30.7% | +6.3% | -37.1% | -34.3% |
| 30D | -53.8% | +20.8% | -74.6% | -61.1% |
| 3M | -57.9% | -18.4% | -39.5% | -48.9% |
| 6M | -57.6% | +0.8% | -58.4% | -60.5% |
| YTD | -43.9% | -11.8% | -32.1% | -38.4% |
| 1Y | -65.7% | -7.3% | -58.4% | -65.0% |
| All | -65.7% | -6.5% | -59.2% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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