-72.3%
CLSK vs CSGP
-63.4%
-8.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -4.7% | +13.1% | +11.1% |
| 7D | -19.7% | +1.3% | -20.9% | -21.2% |
| 30D | -46.5% | +10.7% | -57.2% | -52.8% |
| 3M | -51.7% | +3.3% | -55.0% | -56.8% |
| 6M | -57.5% | -10.3% | -47.2% | -59.6% |
| YTD | -39.1% | -54.6% | +15.4% | +0.4% |
| 1Y | -60.0% | -54.6% | -5.4% | -33.6% |
| 3Y | +42.9% | -60.3% | +103.3% | +151.8% |
| All | -72.3% | -63.4% | -8.9% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling