-80.9%
CLSK vs CAPR
-67.6%
-13.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.9% | +4.2% | -2.6% |
| 7D | +8.0% | +5.9% | +2.1% | +7.7% |
| 30D | -27.9% | +44.6% | -72.5% | -28.8% |
| 3M | -42.3% | +126.4% | -168.6% | -44.1% |
| 6M | -50.0% | -68.6% | +18.6% | -49.4% |
| YTD | -34.3% | -67.0% | +32.7% | -33.7% |
| 1Y | -44.5% | +65.2% | -109.7% | -50.0% |
| 3Y | +74.5% | +235.6% | -161.0% | +52.1% |
| 5Y | -69.0% | +175.4% | -244.4% | -73.1% |
| All | -80.9% | -67.6% | -13.4% | -83.5% |
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