-61.9%
CLSK vs SBAC
+114.0%
-176.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.2% |
| 7D | +17.2% | +0.2% | +17.0% | +17.2% |
| 30D | +14.6% | +3.9% | +10.7% | +13.3% |
| 3M | -16.8% | -8.2% | -8.7% | -15.4% |
| 6M | +38.2% | -2.8% | +41.0% | +37.2% |
| YTD | +31.2% | -1.5% | +32.8% | +29.5% |
| 1Y | +37.3% | 0.0% | +37.3% | +34.7% |
| 3Y | +201.8% | -8.4% | +210.2% | +197.3% |
| 5Y | -1.6% | -43.5% | +42.0% | +10.7% |
| All | -61.9% | +114.0% | -176.0% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling