-0.4%
CLSK vs COR
+179.1%
-179.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.6% |
| 7D | +1.7% | -4.8% | +6.6% | +1.8% |
| 30D | +11.1% | -3.7% | +14.8% | +11.1% |
| 3M | -14.1% | +14.3% | -28.4% | -15.2% |
| 6M | +32.9% | -8.5% | +41.4% | +36.0% |
| YTD | +26.5% | -4.4% | +30.9% | +28.6% |
| 1Y | +27.6% | +9.1% | +18.5% | +25.0% |
| 3Y | +190.9% | +85.2% | +105.7% | +101.7% |
| 5Y | -0.4% | +180.7% | -181.0% | -49.3% |
| All | -0.4% | +179.1% | -179.5% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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