-60.8%
CLSK vs CHRW
+160.2%
-221.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | +7.7% | +3.5% | +4.2% | +6.6% |
| 30D | +12.2% | +4.6% | +7.6% | +10.5% |
| 3M | -15.5% | -19.7% | +4.3% | -10.8% |
| 6M | +39.3% | -12.4% | +51.8% | +41.6% |
| YTD | +35.1% | -3.9% | +39.0% | +31.1% |
| 1Y | +34.0% | +18.4% | +15.6% | +18.5% |
| 3Y | +226.3% | +88.8% | +137.4% | +132.4% |
| 5Y | +6.4% | +93.5% | -87.2% | -21.7% |
| All | -60.8% | +160.2% | -221.0% | -73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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