-80.9%
CLSK vs CLF
+82.3%
-163.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.8% |
| 7D | +8.0% | +10.4% | -2.4% | +4.8% |
| 30D | -27.9% | +0.6% | -28.5% | -27.8% |
| 3M | -42.3% | +4.1% | -46.4% | -43.2% |
| 6M | -50.0% | +15.1% | -65.1% | -53.1% |
| YTD | -34.3% | -4.7% | -29.5% | -35.5% |
| 1Y | -44.5% | +20.4% | -64.9% | -48.9% |
| 3Y | +74.5% | -23.4% | +97.9% | +73.9% |
| 5Y | -69.0% | -43.3% | -25.7% | -67.3% |
| All | -80.9% | +82.3% | -163.2% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling