-61.4%
CLSK vs CHRW
+155.6%
-217.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.7% | +4.6% | +5.7% |
| 7D | +21.9% | +1.9% | +19.9% | +21.2% |
| 30D | +9.6% | +0.9% | +8.7% | +9.1% |
| 3M | -18.4% | -19.9% | +1.5% | -13.8% |
| 6M | +46.4% | -15.8% | +62.2% | +50.8% |
| YTD | +33.2% | -5.6% | +38.8% | +30.0% |
| 1Y | +47.0% | +21.0% | +26.0% | +28.6% |
| 3Y | +206.4% | +86.0% | +120.3% | +119.3% |
| 5Y | +5.4% | +88.6% | -83.2% | -21.8% |
| All | -61.4% | +155.6% | -217.0% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling