+243.8%
CRM vs CLSK
-60.8%
+304.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.8% | -4.9% | +1.8% |
| 7D | -4.4% | +7.7% | -12.2% | -4.6% |
| 30D | +28.1% | +12.2% | +15.9% | +27.8% |
| 3M | +48.8% | -15.5% | +64.3% | +48.9% |
| 6M | +28.3% | +39.3% | -11.1% | +26.9% |
| YTD | -6.0% | +35.1% | -41.1% | -7.1% |
| 1Y | +1.4% | +34.0% | -32.6% | -0.1% |
| 3Y | +11.8% | +226.3% | -214.4% | +7.1% |
| 5Y | -2.0% | +6.4% | -8.4% | -6.2% |
| All | +243.8% | -60.8% | +304.6% | +228.8% |
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