-58.1%
CLSK vs CFG
+34.2%
-92.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.4% | -18.9% | -18.0% |
| 7D | -20.7% | +1.8% | -22.5% | -21.9% |
| 30D | -45.5% | +3.3% | -48.8% | -46.9% |
| 3M | -52.0% | -9.8% | -42.2% | -48.5% |
| 6M | -47.0% | +5.2% | -52.1% | -50.1% |
| YTD | -32.8% | +16.1% | -48.9% | -43.6% |
| 1Y | -58.1% | +33.7% | -91.7% | -70.2% |
| All | -58.1% | +34.2% | -92.3% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling