-63.3%
CLSK vs CFG
+232.3%
-295.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +1.7% | -1.7% | +3.4% | +2.7% |
| 30D | +11.1% | -4.6% | +15.7% | +14.1% |
| 3M | -14.1% | +7.9% | -22.0% | -18.0% |
| 6M | +32.9% | +19.9% | +13.1% | +19.5% |
| YTD | +26.5% | +21.7% | +4.8% | +12.7% |
| 1Y | +27.6% | +38.4% | -10.8% | +6.5% |
| 3Y | +190.9% | +187.0% | +3.9% | +75.8% |
| 5Y | -0.4% | +99.5% | -99.9% | -28.0% |
| All | -63.3% | +232.3% | -295.6% | -72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling