+29.6%
CLSK vs SUNB
+0.6%
+29.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.1% |
| 7D | +7.7% | +6.0% | +1.8% | +4.7% |
| 30D | +12.2% | -9.7% | +21.9% | +17.8% |
| 3M | -15.5% | -9.8% | -5.6% | -11.6% |
| 6M | +39.3% | +3.1% | +36.2% | +32.7% |
| All | +29.6% | +0.6% | +29.0% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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