-58.1%
CLSK vs CLF
+12.5%
-70.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -9.2% | -7.4% | -13.2% |
| 7D | -20.7% | -7.9% | -12.9% | -18.0% |
| 30D | -45.5% | +5.2% | -50.8% | -46.5% |
| 3M | -52.0% | +4.3% | -56.3% | -53.0% |
| 6M | -47.0% | +25.3% | -72.2% | -53.8% |
| YTD | -32.8% | -3.3% | -29.5% | -35.2% |
| 1Y | -58.1% | +20.2% | -78.3% | -69.6% |
| All | -58.1% | +12.5% | -70.6% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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