-60.8%
CLSK vs CAG
-40.2%
-20.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +6.7% |
| 7D | +7.7% | -5.7% | +13.4% | +7.0% |
| 30D | +12.2% | -2.4% | +14.6% | +12.0% |
| 3M | -15.5% | +9.8% | -25.3% | -14.5% |
| 6M | +39.3% | -10.8% | +50.2% | +38.6% |
| YTD | +35.1% | -10.8% | +45.9% | +34.5% |
| 1Y | +34.0% | -19.0% | +53.0% | +32.7% |
| 3Y | +226.3% | -39.7% | +265.9% | +217.1% |
| 5Y | +6.4% | -43.0% | +49.4% | +3.6% |
| All | -60.8% | -40.2% | -20.7% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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