+226.3%
CLSK vs CHTR
-65.7%
+291.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +6.2% |
| 7D | +7.7% | -4.1% | +11.8% | +8.4% |
| 30D | +12.2% | -3.0% | +15.2% | +12.0% |
| 3M | -15.5% | +4.8% | -20.2% | -18.0% |
| 6M | +39.3% | -35.0% | +74.4% | +50.5% |
| YTD | +35.1% | -30.2% | +65.2% | +40.7% |
| 1Y | +34.0% | -44.8% | +78.8% | +54.4% |
| 3Y | +226.3% | -66.6% | +292.8% | +431.1% |
| All | +226.3% | -65.7% | +291.9% | +431.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling