+174.8%
SYK vs CLSK
-63.3%
+238.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.7% | -1.9% |
| 7D | -12.3% | +1.7% | -14.1% | -12.4% |
| 30D | -22.4% | +11.1% | -33.6% | -22.6% |
| 3M | -12.3% | -14.1% | +1.8% | -12.3% |
| 6M | -24.3% | +32.9% | -57.2% | -24.8% |
| YTD | -22.8% | +26.5% | -49.2% | -23.3% |
| 1Y | -28.8% | +27.6% | -56.4% | -29.4% |
| 3Y | -4.0% | +190.9% | -194.9% | -6.8% |
| 5Y | +3.8% | -0.4% | +4.2% | +0.7% |
| All | +174.8% | -63.3% | +238.1% | +162.2% |
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 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