+226.3%
CLSK vs SITM
+452.7%
-226.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.5% | +1.3% | +4.6% |
| 7D | +7.7% | +3.9% | +3.9% | +6.0% |
| 30D | +12.2% | -6.6% | +18.8% | +14.9% |
| 3M | -15.5% | -11.9% | -3.6% | -13.9% |
| 6M | +39.3% | +81.1% | -41.8% | +0.2% |
| YTD | +35.1% | +80.0% | -44.9% | -7.1% |
| 1Y | +34.0% | +145.8% | -111.8% | -23.0% |
| 3Y | +226.3% | +475.9% | -249.6% | +7.1% |
| All | +226.3% | +452.7% | -226.4% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling