+226.3%
CLSK vs CRH
+70.5%
+155.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.0% |
| 7D | +7.7% | -6.1% | +13.8% | +13.2% |
| 30D | +12.2% | -9.3% | +21.5% | +21.0% |
| 3M | -15.5% | -15.2% | -0.3% | -4.7% |
| 6M | +39.3% | -14.2% | +53.6% | +55.0% |
| YTD | +35.1% | -28.3% | +63.3% | +76.4% |
| 1Y | +34.0% | -21.8% | +55.8% | +60.8% |
| 3Y | +226.3% | +71.6% | +154.6% | +149.5% |
| All | +226.3% | +70.5% | +155.8% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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