-8.0%
CLSK vs CSGP
-64.7%
+56.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +2.5% |
| 7D | +8.8% | -4.1% | +12.9% | +12.0% |
| 30D | -6.0% | +2.3% | -8.3% | -10.0% |
| 3M | -24.4% | -8.2% | -16.2% | -24.2% |
| 6M | +19.0% | -35.1% | +54.1% | +56.6% |
| YTD | +25.4% | -54.0% | +79.4% | +116.4% |
| 1Y | +39.8% | -65.3% | +105.1% | +213.8% |
| 3Y | +177.7% | -62.6% | +240.2% | +451.5% |
| All | -8.0% | -64.7% | +56.7% | +60.9% |
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