-58.1%
CLSK vs SNAP
-22.3%
-35.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.9% | -22.5% | -18.2% |
| 7D | -20.7% | -0.7% | -20.1% | -20.7% |
| 30D | -45.5% | +5.5% | -51.0% | -46.5% |
| 3M | -52.0% | +2.2% | -54.3% | -52.6% |
| 6M | -47.0% | -4.1% | -42.9% | -46.1% |
| YTD | -32.8% | -26.6% | -6.2% | -31.9% |
| 1Y | -58.1% | -20.7% | -37.3% | -57.6% |
| All | -58.1% | -22.3% | -35.8% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling