+39.8%
CLSK vs CARR
-3.6%
+43.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | +8.8% | +1.6% | +7.3% | +8.0% |
| 30D | -6.0% | -8.7% | +2.7% | -1.0% |
| 3M | -24.4% | -12.6% | -11.8% | -19.0% |
| 6M | +19.0% | -1.5% | +20.6% | +17.1% |
| YTD | +25.4% | +14.3% | +11.1% | +8.2% |
| 1Y | +39.8% | -4.6% | +44.3% | +36.8% |
| All | +39.8% | -3.6% | +43.3% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling