+74.5%
CLSK vs SNAP
-53.6%
+128.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.5% | -3.1% |
| 7D | +8.0% | +6.0% | +1.9% | +5.5% |
| 30D | -27.9% | -13.8% | -14.1% | -23.5% |
| 3M | -42.3% | -0.8% | -41.5% | -42.6% |
| 6M | -50.0% | -6.2% | -43.8% | -50.4% |
| YTD | -34.3% | -34.8% | +0.5% | -24.5% |
| 1Y | -44.5% | -38.7% | -5.8% | -34.7% |
| 3Y | +74.5% | -53.5% | +128.0% | +167.0% |
| All | +74.5% | -53.6% | +128.1% | +167.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling