-48.1%
CCL vs CLSK
-61.4%
+13.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.5% |
| 7D | -0.1% | +21.9% | -22.0% | -0.9% |
| 30D | -20.0% | +9.6% | -29.6% | -20.3% |
| 3M | -13.7% | -18.4% | +4.7% | -13.3% |
| 6M | -9.0% | +46.4% | -55.4% | -10.6% |
| YTD | -22.8% | +33.2% | -56.0% | -24.1% |
| 1Y | -25.3% | +47.0% | -72.3% | -27.2% |
| 3Y | +54.1% | +206.4% | -152.3% | +44.5% |
| 5Y | +3.5% | +5.4% | -1.9% | -2.9% |
| All | -48.1% | -61.4% | +13.3% | -52.2% |
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