+1,039.2%
CLSK vs CARR
+421.5%
+617.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.3% | +5.8% |
| 7D | +7.7% | -3.8% | +11.5% | +10.6% |
| 30D | +12.2% | -8.9% | +21.1% | +19.6% |
| 3M | -15.5% | -17.3% | +1.9% | -4.0% |
| 6M | +39.3% | -1.4% | +40.7% | +38.3% |
| YTD | +35.1% | +10.0% | +25.1% | +22.7% |
| 1Y | +34.0% | -6.4% | +40.4% | +37.0% |
| 3Y | +226.3% | +1.5% | +224.7% | +222.3% |
| 5Y | +6.4% | +9.3% | -2.9% | -4.2% |
| All | +1,039.2% | +421.5% | +617.7% | +779.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling