-63.6%
CLSK vs CLF
+80.1%
-143.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.3% |
| 7D | +8.8% | +7.6% | +1.3% | +6.4% |
| 30D | -6.0% | -1.2% | -4.8% | -5.9% |
| 3M | -24.4% | -13.4% | -11.0% | -22.3% |
| 6M | +19.0% | +15.4% | +3.6% | +11.5% |
| YTD | +25.4% | -5.9% | +31.3% | +23.8% |
| 1Y | +39.8% | +18.8% | +20.9% | +28.7% |
| 3Y | +177.7% | -19.4% | +197.1% | +174.6% |
| 5Y | -11.0% | -47.7% | +36.7% | -5.0% |
| All | -63.6% | +80.1% | -143.7% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling