-67.8%
CLSK vs SNAP
-76.3%
+8.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +6.0% |
| 7D | +7.7% | +3.8% | +3.9% | +6.6% |
| 30D | +12.2% | +9.2% | +3.0% | +9.3% |
| 3M | -15.5% | +6.6% | -22.0% | -18.2% |
| 6M | +39.3% | +16.9% | +22.5% | +30.2% |
| YTD | +35.1% | -29.6% | +64.7% | +45.6% |
| 1Y | +34.0% | -22.1% | +56.1% | +40.1% |
| 3Y | +226.3% | -39.8% | +266.1% | +249.0% |
| 5Y | +6.4% | -92.4% | +98.8% | +41.5% |
| All | -67.8% | -76.3% | +8.5% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling