-63.6%
CLSK vs SIMO
+591.5%
-655.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | -2.0% |
| 7D | +8.8% | +4.2% | +4.6% | +7.1% |
| 30D | -6.0% | +4.1% | -10.1% | -8.2% |
| 3M | -24.4% | -12.9% | -11.5% | -22.5% |
| 6M | +19.0% | +110.3% | -91.3% | -13.6% |
| YTD | +25.4% | +178.6% | -153.2% | -19.8% |
| 1Y | +39.8% | +220.0% | -180.2% | -14.4% |
| 3Y | +177.7% | +409.0% | -231.4% | +44.0% |
| 5Y | -11.0% | +277.3% | -288.3% | -50.5% |
| All | -63.6% | +591.5% | -655.1% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling