-44.5%
CLSK vs CLF
+15.2%
-59.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -1.5% |
| 7D | +8.0% | +10.4% | -2.4% | +3.7% |
| 30D | -27.9% | +0.6% | -28.5% | -27.6% |
| 3M | -42.3% | +4.1% | -46.4% | -43.1% |
| 6M | -50.0% | +15.1% | -65.1% | -54.4% |
| YTD | -34.3% | -4.7% | -29.5% | -36.1% |
| 1Y | -44.5% | +20.4% | -64.9% | -62.1% |
| All | -44.5% | +15.2% | -59.7% | -62.1% |
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