-23.4%
CLSK vs UMAC
+473.8%
-497.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.5% | +9.3% | +7.1% |
| 7D | +7.7% | -3.4% | +11.1% | +8.2% |
| 30D | +12.2% | -15.1% | +27.3% | +14.0% |
| 3M | -15.5% | -10.8% | -4.7% | -15.5% |
| 6M | +39.3% | +15.7% | +23.7% | +29.0% |
| YTD | +35.1% | +80.1% | -45.1% | +17.9% |
| 1Y | +34.0% | +116.7% | -82.7% | +14.3% |
| All | -23.4% | +473.8% | -497.2% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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