-63.3%
CLSK vs WY
+5.6%
-69.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -1.0% | -2.4% |
| 7D | +1.7% | -3.7% | +5.4% | +3.5% |
| 30D | +11.1% | -11.3% | +22.4% | +17.2% |
| 3M | -14.1% | -8.1% | -5.9% | -11.9% |
| 6M | +32.9% | -7.4% | +40.4% | +35.8% |
| YTD | +26.5% | -4.7% | +31.2% | +26.7% |
| 1Y | +27.6% | -9.2% | +36.8% | +30.4% |
| 3Y | +190.9% | -24.7% | +215.6% | +228.5% |
| 5Y | -0.4% | -21.6% | +21.2% | +16.7% |
| All | -63.3% | +5.6% | -69.0% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling