-1.6%
CLSK vs CP
+30.0%
-31.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.3% |
| 7D | +17.2% | +0.6% | +16.6% | +16.6% |
| 30D | +14.6% | -0.5% | +15.1% | +14.8% |
| 3M | -16.8% | +0.1% | -16.9% | -18.7% |
| 6M | +38.2% | +7.8% | +30.4% | +24.4% |
| YTD | +31.2% | +22.9% | +8.4% | +1.2% |
| 1Y | +37.3% | +21.3% | +16.0% | +7.6% |
| 3Y | +201.8% | +20.4% | +181.5% | +142.6% |
| 5Y | -1.6% | +34.9% | -36.5% | -35.8% |
| All | -1.6% | +30.0% | -31.5% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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