-60.8%
CLSK vs SFM
+226.4%
-287.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.8% |
| 7D | +7.7% | -10.6% | +18.3% | +7.9% |
| 30D | +12.2% | -15.5% | +27.7% | +12.6% |
| 3M | -15.5% | -17.4% | +2.0% | -15.2% |
| 6M | +39.3% | -3.4% | +42.8% | +39.2% |
| YTD | +35.1% | -8.7% | +43.8% | +34.9% |
| 1Y | +34.0% | -47.2% | +81.2% | +34.0% |
| 3Y | +226.3% | +82.7% | +143.5% | +259.4% |
| 5Y | +6.4% | +214.3% | -207.9% | +34.8% |
| All | -60.8% | +226.4% | -287.3% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling