-63.6%
CLSK vs CFG
+237.8%
-301.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +8.8% | +1.5% | +7.3% | +8.0% |
| 30D | -6.0% | -3.8% | -2.2% | -3.8% |
| 3M | -24.4% | +11.5% | -35.9% | -29.1% |
| 6M | +19.0% | +19.2% | -0.1% | +7.5% |
| YTD | +25.4% | +23.7% | +1.7% | +10.7% |
| 1Y | +39.8% | +38.8% | +0.9% | +16.5% |
| 3Y | +177.7% | +178.9% | -1.2% | +69.5% |
| 5Y | -11.0% | +101.8% | -112.8% | -36.2% |
| All | -63.6% | +237.8% | -301.4% | -72.7% |
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