-63.6%
CLSK vs SM
+21.5%
-85.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.2% |
| 7D | +8.8% | +0.1% | +8.7% | +8.8% |
| 30D | -6.0% | +26.3% | -32.3% | -8.9% |
| 3M | -24.4% | +8.7% | -33.1% | -25.7% |
| 6M | +19.0% | +51.7% | -32.6% | +10.5% |
| YTD | +25.4% | +99.0% | -73.7% | +12.0% |
| 1Y | +39.8% | +34.6% | +5.2% | +31.2% |
| 3Y | +177.7% | -7.8% | +185.4% | +171.4% |
| 5Y | -11.0% | +104.8% | -115.8% | -17.8% |
| All | -63.6% | +21.5% | -85.1% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling