-61.4%
CLSK vs CG
+318.5%
-379.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +7.9% |
| 7D | +21.9% | -1.3% | +23.1% | +23.0% |
| 30D | +9.6% | -3.2% | +12.8% | +10.8% |
| 3M | -18.4% | +6.2% | -24.6% | -23.5% |
| 6M | +46.4% | -4.7% | +51.0% | +48.5% |
| YTD | +33.2% | -20.6% | +53.8% | +55.9% |
| 1Y | +47.0% | -26.4% | +73.4% | +82.6% |
| 3Y | +206.4% | +55.4% | +151.0% | +134.8% |
| 5Y | +5.4% | +9.8% | -4.4% | +0.8% |
| All | -61.4% | +318.5% | -379.9% | -64.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling