-63.6%
CLSK vs CSGP
+58.5%
-122.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +2.1% |
| 7D | +8.8% | -4.1% | +12.9% | +11.0% |
| 30D | -6.0% | +2.3% | -8.3% | -8.7% |
| 3M | -24.4% | -8.2% | -16.2% | -24.1% |
| 6M | +19.0% | -35.1% | +54.1% | +43.3% |
| YTD | +25.4% | -54.0% | +79.4% | +80.3% |
| 1Y | +39.8% | -65.3% | +105.1% | +136.5% |
| 3Y | +177.7% | -62.6% | +240.2% | +347.3% |
| 5Y | -11.0% | -64.8% | +53.8% | +41.3% |
| All | -63.6% | +58.5% | -122.2% | -59.4% |
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