-63.3%
CLSK vs SPYG
+415.2%
-478.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.4% |
| 7D | +1.7% | -1.8% | +3.6% | +4.5% |
| 30D | +11.1% | -1.9% | +13.0% | +14.7% |
| 3M | -14.1% | +5.2% | -19.2% | -19.1% |
| 6M | +32.9% | +15.6% | +17.4% | +11.2% |
| YTD | +26.5% | +12.4% | +14.1% | +11.5% |
| 1Y | +27.6% | +17.5% | +10.2% | +7.7% |
| 3Y | +190.9% | +98.1% | +92.8% | +37.1% |
| 5Y | -0.4% | +84.9% | -85.3% | -45.4% |
| All | -63.3% | +415.2% | -478.6% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling