-55.4%
CLSK vs CPNG
-76.2%
+20.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.0% |
| 7D | +7.7% | -1.1% | +8.8% | +8.3% |
| 30D | +12.2% | -7.4% | +19.6% | +16.2% |
| 3M | -15.5% | -12.3% | -3.1% | -10.4% |
| 6M | +39.3% | -19.4% | +58.8% | +51.2% |
| YTD | +35.1% | -35.9% | +71.0% | +67.8% |
| 1Y | +34.0% | -53.4% | +87.4% | +101.8% |
| 3Y | +226.3% | -20.0% | +246.3% | +231.2% |
| 5Y | +6.4% | -49.6% | +55.9% | +24.3% |
| All | -55.4% | -76.2% | +20.8% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 10y: compounded portfolio wealth divided by compounded CPNG 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…
10y analysis · Full analysis span regression · 6 months rolling