-61.9%
CLSK vs CF
+542.3%
-604.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.2% |
| 7D | +17.2% | -0.8% | +18.0% | +17.4% |
| 30D | +14.6% | +14.3% | +0.3% | +10.5% |
| 3M | -16.8% | +27.9% | -44.7% | -22.9% |
| 6M | +38.2% | +25.5% | +12.7% | +24.2% |
| YTD | +31.2% | +81.2% | -50.0% | +4.4% |
| 1Y | +37.3% | +66.5% | -29.2% | +12.1% |
| 3Y | +201.8% | +76.7% | +125.2% | +137.9% |
| 5Y | -1.6% | +237.8% | -239.4% | -37.1% |
| All | -61.9% | +542.3% | -604.3% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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