-60.8%
CLSK vs CHTR
-43.9%
-16.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +6.1% |
| 7D | +7.7% | -4.1% | +11.8% | +8.4% |
| 30D | +12.2% | -3.0% | +15.2% | +12.1% |
| 3M | -15.5% | +4.8% | -20.2% | -17.9% |
| 6M | +39.3% | -35.0% | +74.4% | +48.4% |
| YTD | +35.1% | -30.2% | +65.2% | +40.1% |
| 1Y | +34.0% | -44.8% | +78.8% | +48.3% |
| 3Y | +226.3% | -66.6% | +292.8% | +302.5% |
| 5Y | +6.4% | -81.5% | +87.9% | +18.6% |
| All | -60.8% | -43.9% | -16.9% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling