-61.9%
CLSK vs CCI
+36.6%
-98.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.1% |
| 7D | +17.2% | -0.3% | +17.5% | +17.4% |
| 30D | +14.6% | +2.1% | +12.4% | +13.7% |
| 3M | -16.8% | -17.8% | +1.0% | -11.7% |
| 6M | +38.2% | -14.2% | +52.4% | +43.9% |
| YTD | +31.2% | -13.3% | +44.6% | +36.4% |
| 1Y | +37.3% | -16.6% | +53.9% | +44.7% |
| 3Y | +201.8% | -10.8% | +212.6% | +201.7% |
| 5Y | -1.6% | -50.3% | +48.8% | +17.8% |
| All | -61.9% | +36.6% | -98.5% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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