-63.6%
CLSK vs ADP
+271.9%
-335.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.4% |
| 7D | +8.8% | -3.4% | +12.3% | +9.8% |
| 30D | -6.0% | +2.8% | -8.8% | -6.8% |
| 3M | -24.4% | +20.9% | -45.3% | -29.5% |
| 6M | +19.0% | +29.9% | -10.8% | +7.3% |
| YTD | +25.4% | +9.6% | +15.8% | +19.9% |
| 1Y | +39.8% | -5.3% | +45.0% | +41.1% |
| 3Y | +177.7% | +16.5% | +161.2% | +161.8% |
| 5Y | -11.0% | +49.4% | -60.4% | -18.3% |
| All | -63.6% | +271.9% | -335.6% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling