-82.3%
CLSK vs CSGP
+56.7%
-139.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -4.7% | +13.1% | +10.4% |
| 7D | -19.7% | +1.3% | -20.9% | -20.8% |
| 30D | -46.5% | +10.7% | -57.2% | -51.0% |
| 3M | -51.7% | +3.3% | -55.0% | -55.2% |
| 6M | -57.5% | -10.3% | -47.2% | -58.9% |
| YTD | -39.1% | -54.6% | +15.4% | -15.5% |
| 1Y | -60.0% | -54.6% | -5.4% | -44.2% |
| 3Y | +42.9% | -60.3% | +103.3% | +114.1% |
| 5Y | -69.9% | -63.3% | -6.6% | -54.4% |
| All | -82.3% | +56.7% | -139.0% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling