+47.0%
CLSK vs CSGP
-66.0%
+113.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.1% | +6.1% |
| 7D | +21.9% | -5.1% | +27.0% | +21.5% |
| 30D | +9.6% | +0.3% | +9.3% | +9.3% |
| 3M | -18.4% | -9.1% | -9.3% | -16.9% |
| 6M | +46.4% | -37.3% | +83.7% | +64.0% |
| YTD | +33.2% | -54.9% | +88.1% | +66.6% |
| 1Y | +47.0% | -65.5% | +112.5% | +91.5% |
| All | +47.0% | -66.0% | +113.0% | +91.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling