+0.4%
CCL vs CLSK
-4.8%
+5.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.3% |
| 7D | -4.3% | +1.7% | -6.1% | -4.7% |
| 30D | -19.0% | +11.1% | -30.1% | -21.3% |
| 3M | -13.1% | -14.1% | +1.0% | -12.5% |
| 6M | -13.3% | +32.9% | -46.2% | -20.6% |
| YTD | -25.2% | +26.5% | -51.7% | -32.5% |
| 1Y | -27.2% | +27.6% | -54.8% | -37.2% |
| 3Y | +49.2% | +190.9% | -141.7% | -19.7% |
| 5Y | +0.4% | -0.4% | +0.7% | -44.0% |
| All | +0.4% | -4.8% | +5.1% | -44.0% |
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