+140.1%
IBM vs CLSK
-60.8%
+200.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +6.8% | -2.8% | +3.9% |
| 7D | +3.6% | +7.7% | -4.1% | +3.5% |
| 30D | +3.1% | +12.2% | -9.1% | +3.0% |
| 3M | -10.8% | -15.5% | +4.6% | -10.8% |
| 6M | -0.8% | +39.3% | -40.2% | -1.2% |
| YTD | -16.2% | +35.1% | -51.3% | -16.6% |
| 1Y | -2.9% | +34.0% | -36.9% | -3.4% |
| 3Y | +79.8% | +226.3% | -146.4% | +77.0% |
| 5Y | +124.9% | +6.4% | +118.5% | +121.2% |
| All | +140.1% | -60.8% | +200.9% | +135.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling