+74.5%
CLSK vs CART
+135.4%
-60.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.4% | -3.0% |
| 7D | +8.0% | +1.3% | +6.7% | +7.5% |
| 30D | -27.9% | +19.2% | -47.1% | -33.0% |
| 3M | -42.3% | +17.6% | -59.8% | -46.3% |
| 6M | -50.0% | +47.4% | -97.4% | -58.5% |
| YTD | -34.3% | +30.9% | -65.2% | -43.4% |
| 1Y | -44.5% | +46.0% | -90.5% | -54.9% |
| 3Y | +74.5% | +130.3% | -55.8% | -11.5% |
| All | +74.5% | +135.4% | -60.8% | -11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling