-60.8%
CLSK vs CAH
+333.2%
-394.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.6% | +7.4% | +6.8% |
| 7D | +7.7% | -5.1% | +12.8% | +7.9% |
| 30D | +12.2% | +0.2% | +12.1% | +12.2% |
| 3M | -15.5% | +6.3% | -21.8% | -15.7% |
| 6M | +39.3% | +9.4% | +30.0% | +38.8% |
| YTD | +35.1% | +15.0% | +20.1% | +34.1% |
| 1Y | +34.0% | +55.4% | -21.4% | +30.1% |
| 3Y | +226.3% | +173.8% | +52.4% | +201.5% |
| 5Y | +6.4% | +395.2% | -388.8% | -3.8% |
| All | -60.8% | +333.2% | -394.0% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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