+74.5%
CLSK vs CHRW
+80.1%
-5.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.8% | -2.8% |
| 7D | +8.0% | +7.3% | +0.7% | +6.7% |
| 30D | -27.9% | -3.6% | -24.3% | -27.6% |
| 3M | -42.3% | -9.6% | -32.7% | -41.5% |
| 6M | -50.0% | -17.0% | -33.0% | -49.5% |
| YTD | -34.3% | -15.4% | -18.9% | -34.9% |
| 1Y | -44.5% | -10.0% | -34.5% | -46.1% |
| 3Y | +74.5% | +82.2% | -7.6% | +31.4% |
| All | +74.5% | +80.1% | -5.6% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling