-63.3%
CLSK vs CAPR
-71.8%
+8.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -3.5% |
| 7D | +1.7% | -10.6% | +12.3% | +2.1% |
| 30D | +11.1% | +111.2% | -100.1% | +8.2% |
| 3M | -14.1% | -67.2% | +53.1% | -13.0% |
| 6M | +32.9% | -75.1% | +108.1% | +35.7% |
| YTD | +26.5% | -71.2% | +97.7% | +28.4% |
| 1Y | +27.6% | +31.1% | -3.5% | +16.0% |
| 3Y | +190.9% | +31.3% | +159.6% | +158.3% |
| 5Y | -0.4% | +69.4% | -69.8% | -12.9% |
| All | -63.3% | -71.8% | +8.4% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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