-67.9%
CLSK vs CFG
+61.7%
-129.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.4% |
| 7D | +8.0% | +3.2% | +4.8% | +4.8% |
| 30D | -27.9% | +5.1% | -33.0% | -31.7% |
| 3M | -42.3% | -11.2% | -31.0% | -35.1% |
| 6M | -50.0% | +9.6% | -59.6% | -55.6% |
| YTD | -34.3% | +15.0% | -49.3% | -44.9% |
| 1Y | -44.5% | +29.9% | -74.4% | -59.3% |
| 3Y | +74.5% | +192.1% | -117.6% | -41.7% |
| All | -67.9% | +61.7% | -129.6% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling