+82.2%
IBM vs CLSK
+80.2%
+2.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.1% |
| 7D | +1.6% | +8.0% | -6.4% | +1.3% |
| 30D | +9.2% | -27.9% | +37.1% | +10.2% |
| 3M | +4.9% | -42.3% | +47.2% | +6.5% |
| 6M | +16.8% | -50.0% | +66.8% | +18.5% |
| YTD | -14.3% | -34.3% | +20.0% | -14.9% |
| 1Y | -16.7% | -44.5% | +27.8% | -16.8% |
| 3Y | +82.2% | +74.5% | +7.7% | +75.0% |
| All | +82.2% | +80.2% | +2.0% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling