-80.9%
CLSK vs CPRT
+361.7%
-442.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.8% |
| 7D | +8.0% | -0.4% | +8.3% | +7.9% |
| 30D | -27.9% | +21.2% | -49.1% | -26.9% |
| 3M | -42.3% | +8.3% | -50.6% | -41.7% |
| 6M | -50.0% | -3.4% | -46.6% | -49.6% |
| YTD | -34.3% | -18.7% | -15.6% | -34.2% |
| 1Y | -44.5% | -23.5% | -21.0% | -44.5% |
| 3Y | +74.5% | -34.2% | +108.7% | +76.9% |
| 5Y | -69.0% | -18.2% | -50.8% | -75.0% |
| All | -80.9% | +361.7% | -442.7% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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