+39.8%
CLSK vs UMC
+209.4%
-169.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -1.0% |
| 7D | +8.8% | +5.0% | +3.9% | +6.5% |
| 30D | -6.0% | +7.7% | -13.7% | -9.1% |
| 3M | -24.4% | +1.7% | -26.0% | -26.9% |
| 6M | +19.0% | +113.9% | -94.9% | -8.7% |
| YTD | +25.4% | +168.9% | -143.5% | -14.4% |
| 1Y | +39.8% | +207.2% | -167.4% | -10.1% |
| All | +39.8% | +209.4% | -169.7% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling