-61.4%
CLSK vs COR
+449.2%
-510.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.1% | +6.5% |
| 7D | +21.9% | -1.9% | +23.8% | +22.2% |
| 30D | +9.6% | +1.5% | +8.1% | +9.1% |
| 3M | -18.4% | +18.7% | -37.1% | -21.3% |
| 6M | +46.4% | -9.0% | +55.4% | +48.1% |
| YTD | +33.2% | -3.3% | +36.5% | +32.8% |
| 1Y | +47.0% | +9.8% | +37.2% | +42.0% |
| 3Y | +206.4% | +87.4% | +119.0% | +148.9% |
| 5Y | +5.4% | +180.5% | -175.1% | -22.8% |
| All | -61.4% | +449.2% | -510.6% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling