+24.3%
CLSK vs SMR
+7.6%
+16.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.4% |
| 7D | +17.2% | +13.1% | +4.1% | +12.5% |
| 30D | +14.6% | +17.8% | -3.2% | +8.0% |
| 3M | -16.8% | +8.1% | -24.9% | -19.4% |
| 6M | +38.2% | -11.1% | +49.3% | +39.2% |
| YTD | +31.2% | -23.7% | +54.9% | +40.1% |
| 1Y | +37.3% | -69.4% | +106.7% | +85.8% |
| 3Y | +201.8% | +82.6% | +119.2% | +88.9% |
| All | +24.3% | +7.6% | +16.8% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling