+205.5%
CLSK vs CG
+44.6%
+160.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.3% | -1.3% |
| 7D | +1.7% | -9.8% | +11.5% | +12.5% |
| 30D | +11.1% | -10.3% | +21.4% | +21.4% |
| 3M | -14.1% | -1.7% | -12.4% | -15.4% |
| 6M | +32.9% | -9.8% | +42.7% | +41.8% |
| YTD | +26.5% | -25.6% | +52.1% | +66.0% |
| 1Y | +27.6% | -32.5% | +60.1% | +86.3% |
| All | +205.5% | +44.6% | +160.9% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling