-1.6%
CLSK vs CLF
-47.6%
+46.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.7% |
| 7D | +17.2% | -2.7% | +19.9% | +18.6% |
| 30D | +14.6% | -3.2% | +17.8% | +15.8% |
| 3M | -16.8% | -5.0% | -11.9% | -17.1% |
| 6M | +38.2% | +26.6% | +11.6% | +16.0% |
| YTD | +31.2% | -9.0% | +40.2% | +28.7% |
| 1Y | +37.3% | +11.8% | +25.5% | +18.6% |
| 3Y | +201.8% | -15.1% | +216.9% | +180.1% |
| 5Y | -1.6% | -48.2% | +46.6% | +18.1% |
| All | -1.6% | -47.6% | +46.1% | +18.1% |
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 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