-61.4%
CLSK vs SFM
+241.5%
-302.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.5% | +12.7% | +6.3% |
| 7D | +21.9% | -5.8% | +27.7% | +22.0% |
| 30D | +9.6% | -11.4% | +20.9% | +9.8% |
| 3M | -18.4% | -12.2% | -6.2% | -18.2% |
| 6M | +46.4% | -5.2% | +51.5% | +46.2% |
| YTD | +33.2% | -4.5% | +37.7% | +32.9% |
| 1Y | +47.0% | -45.4% | +92.4% | +46.8% |
| 3Y | +206.4% | +91.1% | +115.3% | +237.2% |
| 5Y | +5.4% | +226.8% | -221.4% | +33.1% |
| All | -61.4% | +241.5% | -302.8% | -43.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling