-60.8%
CLSK vs CNP
+126.4%
-187.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +7.7% | -1.4% | +9.1% | +8.1% |
| 30D | +12.2% | -2.9% | +15.2% | +13.1% |
| 3M | -15.5% | -7.5% | -7.9% | -13.9% |
| 6M | +39.3% | -7.9% | +47.2% | +41.7% |
| YTD | +35.1% | +3.7% | +31.3% | +33.2% |
| 1Y | +34.0% | +4.6% | +29.4% | +32.0% |
| 3Y | +226.3% | +49.1% | +177.1% | +191.0% |
| 5Y | +6.4% | +69.2% | -62.8% | -7.0% |
| All | -60.8% | +126.4% | -187.2% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling