-80.9%
CLSK vs CFG
+213.9%
-294.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | +8.0% | +3.2% | +4.8% | +6.2% |
| 30D | -27.9% | +5.1% | -33.0% | -29.9% |
| 3M | -42.3% | -11.2% | -31.0% | -38.3% |
| 6M | -50.0% | +9.6% | -59.6% | -52.9% |
| YTD | -34.3% | +15.0% | -49.3% | -39.6% |
| 1Y | -44.5% | +29.9% | -74.4% | -52.4% |
| 3Y | +74.5% | +192.1% | -117.6% | +5.1% |
| 5Y | -69.0% | +62.3% | -131.2% | -76.0% |
| All | -80.9% | +213.9% | -294.9% | -85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling