-61.9%
CLSK vs SMTC
+531.8%
-593.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | +17.2% | +22.5% | -5.3% | +6.5% |
| 30D | +14.6% | +24.9% | -10.3% | +2.3% |
| 3M | -16.8% | +4.1% | -20.9% | -20.6% |
| 6M | +38.2% | +92.6% | -54.4% | -3.8% |
| YTD | +31.2% | +122.5% | -91.2% | -15.5% |
| 1Y | +37.3% | +166.2% | -128.9% | -19.8% |
| 3Y | +201.8% | +577.2% | -375.3% | -13.9% |
| 5Y | -1.6% | +119.0% | -120.5% | -48.7% |
| All | -61.9% | +531.8% | -593.7% | -93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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