-61.9%
CLSK vs SGI
+363.3%
-425.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.6% |
| 7D | +17.2% | +0.6% | +16.6% | +17.0% |
| 30D | +14.6% | +5.5% | +9.0% | +11.4% |
| 3M | -16.8% | -3.6% | -13.2% | -16.3% |
| 6M | +38.2% | -15.0% | +53.2% | +47.0% |
| YTD | +31.2% | -23.0% | +54.3% | +45.0% |
| 1Y | +37.3% | -18.4% | +55.7% | +46.7% |
| 3Y | +201.8% | +57.8% | +144.1% | +148.2% |
| 5Y | -1.6% | +51.5% | -53.0% | -20.9% |
| All | -61.9% | +363.3% | -425.3% | -72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling