-58.1%
CLSK vs SITM
+47.5%
-105.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -9.4% | -7.2% | -13.6% |
| 7D | -20.7% | -19.5% | -1.2% | -14.9% |
| 30D | -45.5% | -43.2% | -2.3% | -35.9% |
| 3M | -52.0% | -30.8% | -21.2% | -46.9% |
| 6M | -47.0% | -28.6% | -18.4% | -42.6% |
| YTD | -32.8% | +14.2% | -47.0% | -32.8% |
| 1Y | -58.1% | +44.4% | -102.5% | -60.0% |
| All | -58.1% | +47.5% | -105.6% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling