-60.8%
CLSK vs CRS
+1,305.2%
-1,366.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +7.3% |
| 7D | +7.7% | -6.8% | +14.5% | +10.7% |
| 30D | +12.2% | -16.1% | +28.4% | +20.5% |
| 3M | -15.5% | -21.2% | +5.7% | -7.0% |
| 6M | +39.3% | +8.7% | +30.7% | +34.3% |
| YTD | +35.1% | +41.0% | -5.9% | +16.9% |
| 1Y | +34.0% | +82.7% | -48.6% | +3.1% |
| 3Y | +226.3% | +604.8% | -378.5% | +52.4% |
| 5Y | +6.4% | +1,384.7% | -1,378.3% | -59.7% |
| All | -60.8% | +1,305.2% | -1,366.0% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling