-60.8%
CLSK vs CB
+222.4%
-283.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | +7.7% | -0.7% | +8.4% | +7.9% |
| 30D | +12.2% | -1.2% | +13.4% | +12.6% |
| 3M | -15.5% | +3.8% | -19.2% | -17.6% |
| 6M | +39.3% | +5.8% | +33.6% | +34.3% |
| YTD | +35.1% | +9.4% | +25.7% | +27.6% |
| 1Y | +34.0% | +20.7% | +13.4% | +21.1% |
| 3Y | +226.3% | +70.1% | +156.2% | +144.6% |
| 5Y | +6.4% | +101.4% | -95.0% | -26.0% |
| All | -60.8% | +222.4% | -283.2% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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