+121.0%
CLSK vs SN
+476.8%
-355.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +0.2% |
| 7D | +17.2% | -3.4% | +20.6% | +19.2% |
| 30D | +14.6% | -9.1% | +23.6% | +19.8% |
| 3M | -16.8% | +31.8% | -48.6% | -29.5% |
| 6M | +38.2% | +52.0% | -13.8% | +7.7% |
| YTD | +31.2% | +51.3% | -20.1% | +2.4% |
| 1Y | +37.3% | +46.9% | -9.5% | +8.2% |
| 3Y | +201.8% | +394.9% | -193.1% | +77.7% |
| All | +121.0% | +476.8% | -355.8% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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