+10.9%
CMG vs CLSK
-58.7%
+69.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -16.6% | +22.4% | +6.6% |
| 7D | +22.5% | -20.7% | +43.3% | +23.6% |
| 30D | +14.1% | -45.5% | +59.6% | +17.9% |
| 3M | +4.1% | -52.0% | +56.1% | +8.2% |
| 6M | +10.1% | -47.0% | +57.0% | +12.1% |
| YTD | -4.9% | -32.8% | +27.9% | -5.8% |
| 1Y | +10.9% | -58.1% | +69.0% | +12.2% |
| All | +10.9% | -58.7% | +69.6% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 1y: compounded portfolio wealth divided by compounded CLSK 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…
1y analysis · Full analysis span regression · 6 months rolling