+58.1%
CLSK vs CART
+39.2%
+18.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +0.6% | +11.6% | +12.0% |
| 7D | -3.4% | +1.5% | -4.9% | -3.8% |
| 30D | -34.2% | +22.4% | -56.6% | -39.5% |
| 3M | -43.8% | +16.5% | -60.3% | -47.7% |
| 6M | -51.3% | +44.9% | -96.2% | -59.3% |
| YTD | -31.7% | +30.0% | -61.7% | -41.0% |
| 1Y | -55.6% | +59.1% | -114.7% | -65.6% |
| 3Y | +87.3% | +138.8% | -51.5% | +2.4% |
| All | +58.1% | +39.2% | +18.9% | -9.3% |
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