+216.9%
CLSK vs SM
-1.2%
+218.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +17.2% | -0.2% | +17.4% | +17.2% |
| 30D | +14.6% | +20.3% | -5.7% | +8.2% |
| 3M | -16.8% | +22.9% | -39.8% | -23.5% |
| 6M | +38.2% | +47.8% | -9.6% | +12.6% |
| YTD | +31.2% | +107.5% | -76.2% | -10.8% |
| 1Y | +37.3% | +51.7% | -14.4% | +7.6% |
| All | +216.9% | -1.2% | +218.2% | +165.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling