+226.3%
CLSK vs CARR
+1.4%
+224.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.3% | +5.6% |
| 7D | +7.7% | -3.8% | +11.5% | +11.2% |
| 30D | +12.2% | -8.9% | +21.1% | +21.0% |
| 3M | -15.5% | -17.3% | +1.9% | -2.1% |
| 6M | +39.3% | -1.4% | +40.7% | +36.2% |
| YTD | +35.1% | +10.0% | +25.1% | +16.8% |
| 1Y | +34.0% | -6.4% | +40.4% | +35.6% |
| 3Y | +226.3% | +1.5% | +224.7% | +209.1% |
| All | +226.3% | +1.4% | +224.9% | +209.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling