+216.9%
CLSK vs SNAP
-44.0%
+260.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.6% |
| 7D | +17.2% | -5.0% | +22.2% | +19.7% |
| 30D | +14.6% | -0.7% | +15.3% | +14.2% |
| 3M | -16.8% | -5.0% | -11.8% | -17.1% |
| 6M | +38.2% | +3.5% | +34.7% | +30.0% |
| YTD | +31.2% | -34.2% | +65.4% | +51.3% |
| 1Y | +37.3% | -27.1% | +64.4% | +50.4% |
| All | +216.9% | -44.0% | +260.9% | +179.7% |
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