-1.6%
CLSK vs SIMO
+312.7%
-314.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -2.3% |
| 7D | +17.2% | +14.5% | +2.7% | +11.0% |
| 30D | +14.6% | +20.4% | -5.8% | +5.8% |
| 3M | -16.8% | +7.1% | -24.0% | -21.0% |
| 6M | +38.2% | +129.2% | -91.1% | -9.9% |
| YTD | +31.2% | +201.9% | -170.7% | -27.8% |
| 1Y | +37.3% | +235.5% | -198.2% | -27.6% |
| 3Y | +201.8% | +463.8% | -262.0% | +22.8% |
| 5Y | -1.6% | +306.7% | -308.3% | -52.7% |
| All | -1.6% | +312.7% | -314.3% | -52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling