+116.3%
IBM vs CLSK
-4.8%
+121.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -2.3% |
| 7D | -0.3% | +1.7% | -2.0% | -0.4% |
| 30D | -1.8% | +11.1% | -13.0% | -2.3% |
| 3M | -13.5% | -14.1% | +0.6% | -13.4% |
| 6M | -5.1% | +32.9% | -38.0% | -7.1% |
| YTD | -19.4% | +26.5% | -45.9% | -21.3% |
| 1Y | -6.5% | +27.6% | -34.1% | -9.3% |
| 3Y | +73.8% | +190.9% | -117.1% | +57.5% |
| 5Y | +116.3% | -0.4% | +116.7% | +88.5% |
| All | +116.3% | -4.8% | +121.1% | +88.5% |
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