+6.0%
CLSK vs SGI
+47.3%
-41.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.0% |
| 7D | +7.7% | -4.5% | +12.2% | +11.8% |
| 30D | +12.2% | +4.2% | +8.1% | +7.7% |
| 3M | -15.5% | -7.4% | -8.0% | -12.2% |
| 6M | +39.3% | -15.1% | +54.4% | +54.3% |
| YTD | +35.1% | -24.7% | +59.8% | +62.9% |
| 1Y | +34.0% | -21.8% | +55.8% | +52.8% |
| 3Y | +226.3% | +50.0% | +176.2% | +107.2% |
| All | +6.0% | +47.3% | -41.4% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling