-58.1%
CLSK vs SHAK
-21.2%
-36.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.8% | -20.4% | -17.3% |
| 7D | -20.7% | +8.3% | -29.1% | -22.4% |
| 30D | -45.5% | +16.7% | -62.2% | -47.6% |
| 3M | -52.0% | +10.0% | -62.0% | -53.4% |
| 6M | -47.0% | -23.8% | -23.2% | -43.3% |
| YTD | -32.8% | -10.3% | -22.5% | -30.7% |
| 1Y | -58.1% | -22.9% | -35.2% | -53.4% |
| All | -58.1% | -21.2% | -36.8% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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