+311.5%
SPYM vs CLSK
-61.9%
+373.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -0.4% | +17.2% | -17.6% | -0.6% |
| 30D | -1.4% | +14.6% | -16.0% | -1.6% |
| 3M | +3.7% | -16.8% | +20.6% | +3.9% |
| 6M | +13.0% | +38.2% | -25.1% | +12.3% |
| YTD | +12.5% | +31.2% | -18.8% | +11.6% |
| 1Y | +18.6% | +37.3% | -18.7% | +17.4% |
| 3Y | +78.0% | +201.8% | -123.8% | +73.1% |
| 5Y | +82.3% | -1.6% | +83.9% | +77.0% |
| All | +311.5% | -61.9% | +373.5% | +301.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling