-80.2%
CLSK vs CSGP
+60.2%
-140.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.3% | +9.9% | +11.2% |
| 7D | -3.4% | -1.8% | -1.5% | -3.1% |
| 30D | -34.2% | +5.3% | -39.5% | -37.7% |
| 3M | -43.8% | +3.3% | -47.1% | -47.7% |
| 6M | -51.3% | -4.7% | -46.7% | -54.1% |
| YTD | -31.7% | -53.5% | +21.8% | -6.0% |
| 1Y | -55.6% | -53.7% | -1.9% | -38.5% |
| 3Y | +87.3% | -59.7% | +147.0% | +179.2% |
| 5Y | -67.6% | -62.5% | -5.1% | -51.3% |
| All | -80.2% | +60.2% | -140.4% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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