+56.5%
CLSK vs CART
+39.2%
+17.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | +20.4% | +1.2% | +19.2% | +19.9% |
| 30D | -32.6% | +17.8% | -50.4% | -37.0% |
| 3M | -43.8% | +20.7% | -64.5% | -48.4% |
| 6M | -49.2% | +49.7% | -98.9% | -58.2% |
| YTD | -32.4% | +30.0% | -62.4% | -41.6% |
| 1Y | -48.7% | +48.4% | -97.1% | -58.7% |
| 3Y | +82.9% | +132.0% | -49.1% | +1.2% |
| All | +56.5% | +39.2% | +17.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling