-10.0%
CRM vs CLSK
-58.7%
+48.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -16.6% | +18.8% | +1.8% |
| 7D | -6.2% | -20.7% | +14.6% | -6.7% |
| 30D | -1.2% | -45.5% | +44.3% | -2.5% |
| 3M | +19.1% | -52.0% | +71.1% | +17.1% |
| 6M | +23.0% | -47.0% | +69.9% | +21.5% |
| YTD | -13.7% | -32.8% | +19.1% | -15.2% |
| 1Y | -10.0% | -58.1% | +48.1% | -10.4% |
| All | -10.0% | -58.7% | +48.8% | -10.4% |
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