+348.4%
CMG vs CLSK
-63.3%
+411.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.3% |
| 7D | -3.8% | +1.7% | -5.6% | -3.9% |
| 30D | +12.9% | +11.1% | +1.8% | +12.6% |
| 3M | +18.8% | -14.1% | +32.9% | +18.9% |
| 6M | +4.1% | +32.9% | -28.9% | +3.2% |
| YTD | -2.4% | +26.5% | -28.8% | -3.2% |
| 1Y | -6.7% | +27.6% | -34.3% | -7.7% |
| 3Y | -7.1% | +190.9% | -198.0% | -10.3% |
| 5Y | -5.0% | -0.4% | -4.6% | -8.3% |
| All | +348.4% | -63.3% | +411.7% | +352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling