-63.6%
CLSK vs CNP
+129.6%
-193.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | +8.8% | +1.1% | +7.7% | +8.6% |
| 30D | -6.0% | -1.8% | -4.2% | -5.5% |
| 3M | -24.4% | -4.6% | -19.7% | -23.7% |
| 6M | +19.0% | -8.8% | +27.9% | +21.4% |
| YTD | +25.4% | +5.2% | +20.2% | +23.2% |
| 1Y | +39.8% | +8.3% | +31.4% | +36.4% |
| 3Y | +177.7% | +54.9% | +122.8% | +145.3% |
| 5Y | -11.0% | +73.5% | -84.5% | -22.7% |
| All | -63.6% | +129.6% | -193.3% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling