-60.8%
CLSK vs CRH
+239.3%
-300.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.1% |
| 7D | +7.7% | -6.1% | +13.8% | +12.4% |
| 30D | +12.2% | -9.3% | +21.5% | +19.6% |
| 3M | -15.5% | -15.2% | -0.3% | -6.5% |
| 6M | +39.3% | -14.2% | +53.6% | +53.0% |
| YTD | +35.1% | -28.3% | +63.3% | +68.4% |
| 1Y | +34.0% | -21.8% | +55.8% | +57.3% |
| 3Y | +226.3% | +71.6% | +154.6% | +128.7% |
| 5Y | +6.4% | +96.6% | -90.2% | -31.4% |
| All | -60.8% | +239.3% | -300.1% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling