-60.8%
CLSK vs WY
+6.0%
-66.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.6% |
| 7D | +7.7% | -4.2% | +11.9% | +9.8% |
| 30D | +12.2% | -10.1% | +22.3% | +17.7% |
| 3M | -15.5% | -8.5% | -7.0% | -13.2% |
| 6M | +39.3% | -3.3% | +42.7% | +39.6% |
| YTD | +35.1% | -4.4% | +39.5% | +35.1% |
| 1Y | +34.0% | -11.5% | +45.5% | +38.7% |
| 3Y | +226.3% | -24.3% | +250.6% | +267.5% |
| 5Y | +6.4% | -21.3% | +27.7% | +24.5% |
| All | -60.8% | +6.0% | -66.8% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling