-63.6%
CLSK vs CPRT
+389.1%
-452.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +8.8% | +2.2% | +6.6% | +8.9% |
| 30D | -6.0% | +16.6% | -22.6% | -5.1% |
| 3M | -24.4% | +9.6% | -34.0% | -23.7% |
| 6M | +19.0% | -11.1% | +30.2% | +19.0% |
| YTD | +25.4% | -13.9% | +39.3% | +25.3% |
| 1Y | +39.8% | -32.5% | +72.3% | +38.7% |
| 3Y | +177.7% | -25.0% | +202.7% | +184.0% |
| 5Y | -11.0% | -7.4% | -3.6% | -24.7% |
| All | -63.6% | +389.1% | -452.8% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling