+226.3%
CLSK vs SBAC
-9.4%
+235.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.6% |
| 7D | +7.7% | -2.1% | +9.8% | +7.9% |
| 30D | +12.2% | +2.0% | +10.2% | +12.0% |
| 3M | -15.5% | -8.3% | -7.2% | -14.2% |
| 6M | +39.3% | +0.3% | +39.0% | +39.1% |
| YTD | +35.1% | -2.2% | +37.3% | +35.3% |
| 1Y | +34.0% | -4.6% | +38.6% | +34.8% |
| 3Y | +226.3% | -8.3% | +234.5% | +256.9% |
| All | +226.3% | -9.4% | +235.6% | +256.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling