-63.3%
CLSK vs UMC
+1,882.8%
-1,946.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.4% |
| 7D | +1.7% | +11.4% | -9.6% | -3.4% |
| 30D | +11.1% | +16.8% | -5.7% | +2.7% |
| 3M | -14.1% | +19.1% | -33.2% | -23.1% |
| 6M | +32.9% | +137.4% | -104.5% | -15.0% |
| YTD | +26.5% | +186.4% | -159.9% | -28.6% |
| 1Y | +27.6% | +229.1% | -201.5% | -32.6% |
| 3Y | +190.9% | +257.9% | -67.0% | +49.1% |
| 5Y | -0.4% | +137.5% | -137.9% | -41.8% |
| All | -63.3% | +1,882.8% | -1,946.1% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling