-67.9%
CLSK vs CG
-23.0%
-44.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.9% |
| 7D | +8.0% | +0.2% | +7.8% | +7.9% |
| 30D | -27.9% | +11.2% | -39.1% | -36.5% |
| 3M | -42.3% | -22.1% | -20.2% | -27.0% |
| 6M | -50.0% | -17.9% | -32.1% | -41.7% |
| YTD | -34.3% | -31.3% | -3.0% | -7.3% |
| 1Y | -44.5% | -24.0% | -20.5% | -29.8% |
| 3Y | +74.5% | +45.0% | +29.6% | +4.3% |
| All | -67.9% | -23.0% | -44.8% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling