+39.8%
CLSK vs SGI
-17.2%
+56.9%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | +8.8% | +8.5% | +0.3% | +5.7% |
| 30D | -6.0% | +0.7% | -6.7% | -6.1% |
| 3M | -24.4% | +0.6% | -25.0% | -25.0% |
| 6M | +19.0% | -17.9% | +37.0% | +24.0% |
| YTD | +25.4% | -21.2% | +46.6% | +33.0% |
| 1Y | +39.8% | -18.9% | +58.6% | +63.2% |
| All | +39.8% | -17.2% | +56.9% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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