+3.3%
CLSK vs CPB
-38.0%
+41.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.3% |
| 7D | +17.2% | -8.0% | +25.2% | +14.1% |
| 30D | +14.6% | -2.4% | +17.0% | +14.0% |
| 3M | -16.8% | +0.5% | -17.4% | -15.7% |
| 6M | +38.2% | -10.5% | +48.7% | +36.5% |
| YTD | +31.2% | -17.5% | +48.8% | +28.1% |
| 1Y | +37.3% | -31.0% | +68.4% | +29.8% |
| 3Y | +201.8% | -40.6% | +242.4% | +173.4% |
| All | +3.3% | -38.0% | +41.3% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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