+208.5%
CLSK vs CART
+14.3%
+194.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.0% | +12.2% | +8.6% |
| 7D | +21.9% | -4.1% | +26.0% | +23.6% |
| 30D | +9.6% | -4.3% | +13.9% | +11.0% |
| 3M | -18.4% | +13.1% | -31.5% | -23.8% |
| 6M | +46.4% | +26.0% | +20.3% | +28.0% |
| YTD | +33.2% | +6.7% | +26.5% | +25.2% |
| 1Y | +47.0% | +6.3% | +40.7% | +36.1% |
| All | +208.5% | +14.3% | +194.2% | +92.6% |
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