-60.8%
CLSK vs SM
+27.0%
-87.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.8% |
| 7D | +7.7% | +4.6% | +3.2% | +7.1% |
| 30D | +12.2% | +18.2% | -6.0% | +9.9% |
| 3M | -15.5% | +22.5% | -38.0% | -18.1% |
| 6M | +39.3% | +50.6% | -11.2% | +29.7% |
| YTD | +35.1% | +108.1% | -73.0% | +20.0% |
| 1Y | +34.0% | +46.0% | -12.0% | +24.5% |
| 3Y | +226.3% | +2.9% | +223.4% | +214.9% |
| 5Y | +6.4% | +112.6% | -106.2% | -2.3% |
| All | -60.8% | +27.0% | -87.8% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling