+226.3%
CLSK vs SPYG
+98.4%
+127.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +5.0% |
| 7D | +7.7% | -0.9% | +8.6% | +10.0% |
| 30D | +12.2% | -1.5% | +13.7% | +16.6% |
| 3M | -15.5% | +3.7% | -19.2% | -21.3% |
| 6M | +39.3% | +16.4% | +22.9% | +2.5% |
| YTD | +35.1% | +13.3% | +21.7% | +7.0% |
| 1Y | +34.0% | +17.9% | +16.2% | -0.3% |
| 3Y | +226.3% | +98.3% | +127.9% | -17.8% |
| All | +226.3% | +98.4% | +127.9% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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