+34.0%
CLSK vs CHTR
-44.4%
+78.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +7.3% |
| 7D | +7.7% | -4.1% | +11.8% | +7.2% |
| 30D | +12.2% | -3.0% | +15.2% | +12.1% |
| 3M | -15.5% | +4.8% | -20.2% | -14.6% |
| 6M | +39.3% | -35.0% | +74.4% | +39.2% |
| YTD | +35.1% | -30.2% | +65.2% | +39.6% |
| 1Y | +34.0% | -44.8% | +78.8% | +69.7% |
| All | +34.0% | -44.4% | +78.4% | +69.7% |
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