+115.1%
CLSK vs SITM
+4,532.8%
-4,417.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.1% | -5.7% | -4.5% |
| 7D | +1.7% | +4.8% | -3.1% | -0.5% |
| 30D | +11.1% | -9.7% | +20.8% | +15.4% |
| 3M | -14.1% | -9.3% | -4.8% | -13.5% |
| 6M | +32.9% | +69.5% | -36.6% | -1.6% |
| YTD | +26.5% | +70.5% | -44.0% | -10.8% |
| 1Y | +27.6% | +145.3% | -117.6% | -25.5% |
| 3Y | +190.9% | +432.8% | -241.9% | +8.3% |
| 5Y | -0.4% | +174.0% | -174.4% | -54.4% |
| All | +115.1% | +4,532.8% | -4,417.7% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling