+74.5%
CLSK vs CPRT
-34.3%
+108.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.2% | -2.7% |
| 7D | +8.0% | -0.4% | +8.3% | +8.1% |
| 30D | -27.9% | +21.2% | -49.1% | -32.7% |
| 3M | -42.3% | +8.3% | -50.6% | -44.1% |
| 6M | -50.0% | -3.4% | -46.6% | -49.2% |
| YTD | -34.3% | -18.7% | -15.6% | -26.6% |
| 1Y | -44.5% | -23.5% | -21.0% | -35.3% |
| 3Y | +74.5% | -34.2% | +108.7% | +183.2% |
| All | +74.5% | -34.3% | +108.9% | +183.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling