-61.4%
CLSK vs CNP
+132.2%
-193.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.1% | +5.1% | +5.9% |
| 7D | +21.9% | +1.6% | +20.2% | +21.4% |
| 30D | +9.6% | -0.8% | +10.4% | +9.9% |
| 3M | -18.4% | -3.6% | -14.8% | -17.9% |
| 6M | +46.4% | -6.9% | +53.3% | +48.5% |
| YTD | +33.2% | +6.4% | +26.8% | +30.5% |
| 1Y | +47.0% | +9.9% | +37.1% | +42.9% |
| 3Y | +206.4% | +53.1% | +153.3% | +171.5% |
| 5Y | +5.4% | +72.0% | -66.6% | -8.3% |
| All | -61.4% | +132.2% | -193.6% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CNP 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling