-61.4%
CLSK vs SPG
+89.0%
-150.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.2% | +5.1% | +5.8% |
| 7D | +21.9% | 0.0% | +21.9% | +21.9% |
| 30D | +9.6% | -4.9% | +14.5% | +11.5% |
| 3M | -18.4% | +3.3% | -21.7% | -19.8% |
| 6M | +46.4% | +11.2% | +35.1% | +40.3% |
| YTD | +33.2% | +17.1% | +16.1% | +25.2% |
| 1Y | +47.0% | +21.6% | +25.4% | +35.9% |
| 3Y | +206.4% | +111.9% | +94.5% | +142.4% |
| 5Y | +5.4% | +106.9% | -101.5% | -15.0% |
| All | -61.4% | +89.0% | -150.4% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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