+39.8%
CLSK vs CHTR
-41.9%
+81.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +8.8% | -1.1% | +9.9% | +8.6% |
| 30D | -6.0% | -0.8% | -5.2% | -5.8% |
| 3M | -24.4% | +17.8% | -42.2% | -23.5% |
| 6M | +19.0% | -34.5% | +53.5% | +19.8% |
| YTD | +25.4% | -27.2% | +52.6% | +30.3% |
| 1Y | +39.8% | -41.4% | +81.2% | +87.7% |
| All | +39.8% | -41.9% | +81.7% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling