-67.8%
CLSK vs CLF
-41.3%
-26.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +4.1% |
| 7D | +1.6% | +2.3% | -0.7% | +1.0% |
| 30D | -32.9% | +1.9% | -34.9% | -33.5% |
| 3M | -40.0% | +5.9% | -45.9% | -42.5% |
| 6M | -51.7% | +16.9% | -68.6% | -57.7% |
| YTD | -31.7% | -1.1% | -30.7% | -36.3% |
| 1Y | -50.8% | +28.8% | -79.6% | -60.1% |
| 3Y | +84.8% | -20.6% | +105.4% | +78.3% |
| 5Y | -67.8% | -41.5% | -26.3% | -66.5% |
| All | -67.8% | -41.3% | -26.5% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling