+226.3%
CLSK vs UMC
+261.2%
-34.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.5% |
| 7D | +7.7% | +9.0% | -1.3% | +2.9% |
| 30D | +12.2% | +17.2% | -5.0% | +2.5% |
| 3M | -15.5% | +11.4% | -26.9% | -23.5% |
| 6M | +39.3% | +137.5% | -98.2% | -19.5% |
| YTD | +35.1% | +193.1% | -158.0% | -36.8% |
| 1Y | +34.0% | +240.3% | -206.3% | -44.5% |
| 3Y | +226.3% | +262.2% | -35.9% | +13.5% |
| All | +226.3% | +261.2% | -34.9% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling