+190.4%
CLSK vs CART
+21.6%
+168.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +1.4% |
| 7D | +8.8% | +1.0% | +7.8% | +8.4% |
| 30D | -6.0% | +12.6% | -18.6% | -11.2% |
| 3M | -24.4% | +23.1% | -47.5% | -31.6% |
| 6M | +19.0% | +39.5% | -20.5% | -0.3% |
| YTD | +25.4% | +13.5% | +11.9% | +15.3% |
| 1Y | +39.8% | +14.9% | +24.9% | +25.4% |
| All | +190.4% | +21.6% | +168.8% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling