+43.4%
MMM vs CLSK
-69.6%
+112.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.8% |
| 7D | -0.4% | +8.0% | -8.3% | -0.9% |
| 30D | +12.1% | -27.9% | +40.1% | +13.8% |
| 3M | +1.4% | -42.3% | +43.7% | +4.1% |
| 6M | +26.6% | -50.0% | +76.6% | +30.1% |
| YTD | +16.8% | -34.3% | +51.1% | +16.9% |
| 1Y | +10.1% | -44.5% | +54.6% | +10.9% |
| 3Y | +158.4% | +74.5% | +83.9% | +121.8% |
| All | +43.4% | -69.6% | +112.9% | +22.8% |
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 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