-58.1%
CLSK vs SFM
-35.8%
-22.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.6% | -20.2% | -16.5% |
| 7D | -20.7% | -12.3% | -8.5% | -19.7% |
| 30D | -45.5% | -16.2% | -29.3% | -44.7% |
| 3M | -52.0% | -36.8% | -15.2% | -50.2% |
| 6M | -47.0% | -32.6% | -14.4% | -45.6% |
| YTD | -32.8% | -31.7% | -1.1% | -34.8% |
| 1Y | -58.1% | -35.0% | -23.1% | -59.6% |
| All | -58.1% | -35.8% | -22.3% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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