-61.9%
CLSK vs UL
+97.9%
-159.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.5% |
| 7D | +17.2% | -3.2% | +20.4% | +17.1% |
| 30D | +14.6% | -0.6% | +15.2% | +14.6% |
| 3M | -16.8% | +9.4% | -26.3% | -16.8% |
| 6M | +38.2% | -4.1% | +42.3% | +38.1% |
| YTD | +31.2% | -2.0% | +33.2% | +31.2% |
| 1Y | +37.3% | -9.0% | +46.3% | +37.2% |
| 3Y | +201.8% | +21.8% | +180.0% | +200.4% |
| 5Y | -1.6% | +20.6% | -22.1% | -6.2% |
| All | -61.9% | +97.9% | -159.9% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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