-1.6%
CLSK vs CPRT
-8.8%
+7.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | +0.2% |
| 7D | +17.2% | -0.4% | +17.6% | +17.6% |
| 30D | +14.6% | +8.2% | +6.3% | +5.4% |
| 3M | -16.8% | +2.3% | -19.1% | -22.3% |
| 6M | +38.2% | -14.7% | +52.9% | +56.5% |
| YTD | +31.2% | -18.2% | +49.4% | +51.8% |
| 1Y | +37.3% | -33.4% | +70.7% | +101.3% |
| 3Y | +201.8% | -28.3% | +230.1% | +273.8% |
| 5Y | -1.6% | -9.8% | +8.3% | -16.9% |
| All | -1.6% | -8.8% | +7.2% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling