-49.1%
CCL vs CLSK
-60.8%
+11.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | +1.0% |
| 7D | -3.2% | +7.7% | -11.0% | -3.5% |
| 30D | -17.8% | +12.2% | -30.0% | -18.2% |
| 3M | -18.7% | -15.5% | -3.2% | -18.5% |
| 6M | -11.4% | +39.3% | -50.7% | -12.8% |
| YTD | -24.3% | +35.1% | -59.4% | -25.7% |
| 1Y | -28.8% | +34.0% | -62.8% | -30.4% |
| 3Y | +49.3% | +226.3% | -176.9% | +39.8% |
| 5Y | +1.6% | +6.4% | -4.8% | -4.7% |
| All | -49.1% | -60.8% | +11.7% | -53.2% |
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 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