-60.8%
CLSK vs SBAC
+112.6%
-173.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.2% |
| 7D | +7.7% | -2.1% | +9.8% | +8.4% |
| 30D | +12.2% | +2.0% | +10.2% | +11.6% |
| 3M | -15.5% | -8.3% | -7.2% | -13.9% |
| 6M | +39.3% | +0.3% | +39.0% | +37.1% |
| YTD | +35.1% | -2.2% | +37.3% | +33.6% |
| 1Y | +34.0% | -4.6% | +38.6% | +33.5% |
| 3Y | +226.3% | -8.3% | +234.5% | +221.2% |
| 5Y | +6.4% | -42.8% | +49.2% | +19.9% |
| All | -60.8% | +112.6% | -173.4% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling