+6.0%
CLSK vs CNH
+8.8%
-2.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.4% |
| 7D | +7.7% | -5.7% | +13.4% | +12.0% |
| 30D | +12.2% | +26.6% | -14.3% | -8.4% |
| 3M | -15.5% | +31.1% | -46.5% | -34.1% |
| 6M | +39.3% | +24.9% | +14.5% | +10.8% |
| YTD | +35.1% | +48.7% | -13.6% | -9.0% |
| 1Y | +34.0% | +22.2% | +11.8% | +6.2% |
| 3Y | +226.3% | +7.4% | +218.8% | +182.1% |
| All | +6.0% | +8.8% | -2.9% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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