+1.2%
HYG vs CLSK
-65.2%
+66.4%
-3.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.5% | +16.2% | 0.0% |
| 7D | -0.4% | -30.7% | +30.3% | +0.1% |
| 30D | 0.0% | -53.8% | +53.8% | +1.2% |
| 3M | -2.3% | -57.9% | +55.6% | -1.1% |
| 6M | -1.3% | -57.6% | +56.3% | -0.3% |
| YTD | -0.3% | -43.9% | +43.6% | +0.1% |
| 1Y | +1.2% | -65.7% | +66.9% | +1.9% |
| All | +1.2% | -65.2% | +66.4% | +1.9% |
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