-63.6%
CLSK vs CP
+247.5%
-311.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +8.8% | -2.7% | +11.5% | +10.4% |
| 30D | -6.0% | +0.2% | -6.2% | -6.1% |
| 3M | -24.4% | +2.6% | -26.9% | -26.0% |
| 6M | +19.0% | +6.0% | +13.1% | +15.0% |
| YTD | +25.4% | +24.9% | +0.5% | +11.1% |
| 1Y | +39.8% | +20.1% | +19.6% | +26.5% |
| 3Y | +177.7% | +16.4% | +161.3% | +159.7% |
| 5Y | -11.0% | +31.7% | -42.7% | -18.5% |
| All | -63.6% | +247.5% | -311.2% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling