+309.8%
SPY vs CLSK
-60.8%
+370.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.9% | +0.7% |
| 7D | -0.8% | +7.7% | -8.5% | -0.9% |
| 30D | -1.1% | +12.2% | -13.3% | -1.3% |
| 3M | +3.9% | -15.5% | +19.3% | +4.0% |
| 6M | +13.6% | +39.3% | -25.7% | +12.8% |
| YTD | +12.7% | +35.1% | -22.4% | +11.8% |
| 1Y | +17.5% | +34.0% | -16.5% | +16.3% |
| 3Y | +76.9% | +226.3% | -149.3% | +71.6% |
| 5Y | +83.6% | +6.4% | +77.2% | +78.0% |
| All | +309.8% | -60.8% | +370.6% | +295.4% |
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