-60.8%
CLSK vs CHD
+139.0%
-199.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.8% |
| 7D | +7.7% | -4.5% | +12.2% | +7.5% |
| 30D | +12.2% | -6.7% | +19.0% | +11.9% |
| 3M | -15.5% | -2.7% | -12.7% | -15.6% |
| 6M | +39.3% | -4.9% | +44.3% | +39.2% |
| YTD | +35.1% | +13.3% | +21.7% | +35.1% |
| 1Y | +34.0% | +1.0% | +33.0% | +34.1% |
| 3Y | +226.3% | +1.3% | +224.9% | +225.3% |
| 5Y | +6.4% | +20.8% | -14.5% | +4.2% |
| All | -60.8% | +139.0% | -199.8% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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