-80.9%
CLSK vs SIMO
+358.8%
-439.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.6% | +2.8% | -0.7% |
| 7D | +8.0% | +4.1% | +3.8% | +6.5% |
| 30D | -27.9% | -24.0% | -3.9% | -19.9% |
| 3M | -42.3% | -31.8% | -10.5% | -34.0% |
| 6M | -50.0% | -36.9% | -13.1% | -42.5% |
| YTD | -34.3% | +84.8% | -119.1% | -51.2% |
| 1Y | -44.5% | +99.0% | -143.5% | -59.8% |
| 3Y | +74.5% | +217.9% | -143.4% | +6.9% |
| 5Y | -69.0% | +171.5% | -240.4% | -80.3% |
| All | -80.9% | +358.8% | -439.7% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling