-60.8%
CLSK vs CGNX
+138.1%
-198.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +4.1% |
| 7D | +7.7% | +3.2% | +4.6% | +5.6% |
| 30D | +12.2% | +6.0% | +6.2% | +8.1% |
| 3M | -15.5% | +3.5% | -19.0% | -17.6% |
| 6M | +39.3% | +26.3% | +13.1% | +20.1% |
| YTD | +35.1% | +79.2% | -44.2% | -13.8% |
| 1Y | +34.0% | +43.8% | -9.8% | -0.5% |
| 3Y | +226.3% | +52.0% | +174.3% | +126.3% |
| 5Y | +6.4% | -24.0% | +30.4% | +13.4% |
| All | -60.8% | +138.1% | -198.9% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling