+74.5%
CLSK vs CASY
+161.8%
-87.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.5% | -3.0% |
| 7D | +8.0% | +3.6% | +4.4% | +6.9% |
| 30D | -27.9% | +9.1% | -37.0% | -30.1% |
| 3M | -42.3% | -16.5% | -25.8% | -38.9% |
| 6M | -50.0% | -19.7% | -30.3% | -46.3% |
| YTD | -34.3% | +29.3% | -63.6% | -48.2% |
| 1Y | -44.5% | +33.1% | -77.6% | -57.4% |
| 3Y | +74.5% | +158.5% | -84.0% | -19.2% |
| All | +74.5% | +161.8% | -87.3% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling