+74.5%
CLSK vs SIMO
+221.6%
-147.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.6% | +2.8% | -0.4% |
| 7D | +8.0% | +4.1% | +3.8% | +6.2% |
| 30D | -27.9% | -24.0% | -3.9% | -18.6% |
| 3M | -42.3% | -31.8% | -10.5% | -32.8% |
| 6M | -50.0% | -36.9% | -13.1% | -41.7% |
| YTD | -34.3% | +84.8% | -119.1% | -57.4% |
| 1Y | -44.5% | +99.0% | -143.5% | -65.7% |
| 3Y | +74.5% | +217.9% | -143.4% | -24.0% |
| All | +74.5% | +221.6% | -147.1% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling