-60.8%
CLSK vs ADP
+259.4%
-320.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.4% | +6.7% |
| 7D | +7.7% | -3.4% | +11.1% | +8.6% |
| 30D | +12.2% | -0.4% | +12.6% | +12.1% |
| 3M | -15.5% | +19.7% | -35.2% | -21.1% |
| 6M | +39.3% | +27.9% | +11.4% | +26.0% |
| YTD | +35.1% | +5.9% | +29.1% | +30.2% |
| 1Y | +34.0% | -7.5% | +41.5% | +35.9% |
| 3Y | +226.3% | +15.4% | +210.9% | +207.5% |
| 5Y | +6.4% | +48.4% | -42.0% | -1.4% |
| All | -60.8% | +259.4% | -320.2% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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