+226.3%
CLSK vs SPY
+77.0%
+149.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +4.3% |
| 7D | +7.7% | -0.8% | +8.5% | +10.2% |
| 30D | +12.2% | -1.1% | +13.3% | +15.9% |
| 3M | -15.5% | +3.9% | -19.3% | -23.8% |
| 6M | +39.3% | +13.6% | +25.7% | -0.2% |
| YTD | +35.1% | +12.7% | +22.4% | +0.7% |
| 1Y | +34.0% | +17.5% | +16.5% | -8.7% |
| 3Y | +226.3% | +76.9% | +149.3% | -24.0% |
| All | +226.3% | +77.0% | +149.3% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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