-0.8%
CRM vs CLSK
+6.4%
-7.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +1.2% |
| 7D | -4.4% | +7.7% | -12.2% | -5.3% |
| 30D | +28.1% | +12.2% | +15.9% | +26.1% |
| 3M | +48.8% | -15.5% | +64.3% | +49.3% |
| 6M | +28.3% | +39.3% | -11.1% | +20.1% |
| YTD | -6.0% | +35.1% | -41.1% | -12.9% |
| 1Y | +1.4% | +34.0% | -32.6% | -8.4% |
| 3Y | +11.8% | +226.3% | -214.4% | -27.2% |
| All | -0.8% | +6.4% | -7.2% | -28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling