+111.1%
CLSK vs SN
+490.7%
-379.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | +8.8% | -9.3% | +18.2% | +14.1% |
| 30D | -6.0% | -4.8% | -1.2% | -4.0% |
| 3M | -24.4% | +40.4% | -64.8% | -38.2% |
| 6M | +19.0% | +50.9% | -31.9% | -6.7% |
| YTD | +25.4% | +54.9% | -29.5% | -3.3% |
| 1Y | +39.8% | +43.0% | -3.3% | +11.6% |
| 3Y | +177.7% | +391.8% | -214.1% | +61.3% |
| All | +111.1% | +490.7% | -379.5% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling