-60.8%
CLSK vs SIMO
+667.8%
-728.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.2% | -0.5% | +4.4% |
| 7D | +7.7% | +11.0% | -3.3% | +4.1% |
| 30D | +12.2% | +17.9% | -5.7% | +5.6% |
| 3M | -15.5% | +3.9% | -19.4% | -18.2% |
| 6M | +39.3% | +131.0% | -91.7% | -1.9% |
| YTD | +35.1% | +209.3% | -174.2% | -16.5% |
| 1Y | +34.0% | +223.8% | -189.7% | -17.9% |
| 3Y | +226.3% | +479.2% | -253.0% | +62.4% |
| 5Y | +6.4% | +316.0% | -309.6% | -42.7% |
| All | -60.8% | +667.8% | -728.6% | -80.7% |
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