-63.3%
CLSK vs CASY
+450.3%
-513.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | +1.7% | -17.2% | +19.0% | +5.9% |
| 30D | +11.1% | -24.4% | +35.5% | +17.8% |
| 3M | -14.1% | -31.4% | +17.3% | -7.1% |
| 6M | +32.9% | -8.9% | +41.8% | +32.0% |
| YTD | +26.5% | +13.8% | +12.7% | +18.2% |
| 1Y | +27.6% | +17.0% | +10.7% | +18.0% |
| 3Y | +190.9% | +163.1% | +27.8% | +125.5% |
| 5Y | -0.4% | +239.0% | -239.4% | -24.3% |
| All | -63.3% | +450.3% | -513.6% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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