-80.9%
CLSK vs CHRW
+129.0%
-209.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.8% | -2.8% |
| 7D | +8.0% | +7.3% | +0.7% | +5.7% |
| 30D | -27.9% | -3.6% | -24.3% | -27.2% |
| 3M | -42.3% | -9.6% | -32.7% | -40.9% |
| 6M | -50.0% | -17.0% | -33.0% | -48.6% |
| YTD | -34.3% | -15.4% | -18.9% | -34.1% |
| 1Y | -44.5% | -10.0% | -34.5% | -45.6% |
| 3Y | +74.5% | +82.2% | -7.6% | +23.4% |
| 5Y | -69.0% | +59.4% | -128.3% | -76.0% |
| All | -80.9% | +129.0% | -209.9% | -86.4% |
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 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