-1.6%
CLSK vs SO
+57.7%
-59.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | +17.2% | 0.0% | +17.2% | +17.2% |
| 30D | +14.6% | -2.5% | +17.1% | +14.7% |
| 3M | -16.8% | -4.2% | -12.7% | -17.0% |
| 6M | +38.2% | -7.7% | +45.8% | +38.5% |
| YTD | +31.2% | +3.8% | +27.4% | +29.8% |
| 1Y | +37.3% | +0.1% | +37.3% | +36.8% |
| 3Y | +201.8% | +44.2% | +157.6% | +169.3% |
| 5Y | -1.6% | +57.9% | -59.4% | +3.8% |
| All | -1.6% | +57.7% | -59.2% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 5y: compounded portfolio wealth divided by compounded SO 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…
5y analysis · Full analysis span regression · 6 months rolling