-13.9%
CLSK vs WOLF
+39.8%
-53.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.7% | +4.1% | -1.6% |
| 7D | +1.7% | -6.2% | +8.0% | +3.4% |
| 30D | +11.1% | -16.5% | +27.6% | +15.8% |
| 3M | -14.1% | -42.0% | +27.9% | -5.3% |
| 6M | +32.9% | +51.8% | -18.9% | 0.0% |
| YTD | +26.5% | +44.6% | -18.1% | -4.3% |
| All | -13.9% | +39.8% | -53.8% | -30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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