+82.0%
SPY vs CLSK
-4.8%
+86.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | -0.3% |
| 7D | -2.0% | +1.7% | -3.7% | -2.1% |
| 30D | -1.7% | +11.1% | -12.8% | -2.7% |
| 3M | +4.7% | -14.1% | +18.8% | +5.1% |
| 6M | +12.5% | +32.9% | -20.4% | +8.4% |
| YTD | +11.7% | +26.5% | -14.8% | +7.2% |
| 1Y | +17.5% | +27.6% | -10.1% | +11.0% |
| 3Y | +76.6% | +190.9% | -114.3% | +39.2% |
| 5Y | +82.0% | -0.4% | +82.4% | +41.2% |
| All | +82.0% | -4.8% | +86.8% | +41.2% |
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