+205.5%
CLSK vs SGI
+50.3%
+155.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -1.3% |
| 7D | +1.7% | -4.9% | +6.7% | +5.6% |
| 30D | +11.1% | +1.6% | +9.5% | +9.0% |
| 3M | -14.1% | -3.2% | -10.9% | -14.1% |
| 6M | +32.9% | -16.0% | +49.0% | +47.9% |
| YTD | +26.5% | -25.4% | +51.9% | +52.4% |
| 1Y | +27.6% | -21.6% | +49.2% | +44.4% |
| All | +205.5% | +50.3% | +155.2% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling