-80.9%
CLSK vs CG
+262.2%
-343.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.0% | -3.8% | -3.6% |
| 7D | +8.0% | +0.2% | +7.8% | +8.0% |
| 30D | -27.9% | +11.2% | -39.1% | -34.0% |
| 3M | -42.3% | -22.1% | -20.2% | -31.5% |
| 6M | -50.0% | -17.9% | -32.1% | -43.8% |
| YTD | -34.3% | -31.3% | -3.0% | -15.1% |
| 1Y | -44.5% | -24.0% | -20.5% | -33.3% |
| 3Y | +74.5% | +45.0% | +29.6% | +40.3% |
| 5Y | -69.0% | -22.6% | -46.3% | -64.8% |
| All | -80.9% | +262.2% | -343.1% | -80.7% |
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