-60.8%
CLSK vs SNY
+56.6%
-117.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | +7.7% | -3.3% | +11.0% | +8.3% |
| 30D | +12.2% | -2.2% | +14.4% | +12.5% |
| 3M | -15.5% | -3.0% | -12.4% | -15.4% |
| 6M | +39.3% | +2.7% | +36.6% | +37.7% |
| YTD | +35.1% | -6.8% | +41.9% | +36.1% |
| 1Y | +34.0% | -5.3% | +39.3% | +34.1% |
| 3Y | +226.3% | -9.8% | +236.0% | +225.7% |
| 5Y | +6.4% | +9.7% | -3.3% | +1.4% |
| All | -60.8% | +56.6% | -117.5% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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