-61.4%
CLSK vs CAPR
-69.2%
+7.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.6% | +9.8% | +6.3% |
| 7D | +21.9% | -9.5% | +31.4% | +22.2% |
| 30D | +9.6% | +121.5% | -111.9% | +6.5% |
| 3M | -18.4% | -65.4% | +47.0% | -17.5% |
| 6M | +46.4% | -67.5% | +113.9% | +48.3% |
| YTD | +33.2% | -68.6% | +101.8% | +34.9% |
| 1Y | +47.0% | +42.7% | +4.3% | +33.3% |
| 3Y | +206.4% | +43.4% | +163.0% | +171.3% |
| 5Y | +5.4% | +86.0% | -80.6% | -8.1% |
| All | -61.4% | -69.2% | +7.8% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling