+28.0%
CLSK vs SMR
-14.3%
+42.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -15.7% | +22.5% | +11.8% |
| 7D | +7.7% | -11.2% | +19.0% | +10.7% |
| 30D | +12.2% | -10.2% | +22.5% | +14.7% |
| 3M | -15.5% | -10.0% | -5.4% | -13.9% |
| 6M | +39.3% | -30.5% | +69.8% | +50.6% |
| YTD | +35.1% | -39.2% | +74.3% | +53.8% |
| 1Y | +34.0% | -75.5% | +109.5% | +93.3% |
| 3Y | +226.3% | +45.4% | +180.8% | +117.8% |
| All | +28.0% | -14.3% | +42.3% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 5y: compounded portfolio wealth divided by compounded SMR 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…
5y analysis · Full analysis span regression · 6 months rolling