-58.1%
CLSK vs CTAS
+25.6%
-83.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.4% | -18.9% | -14.6% |
| 7D | -20.7% | +7.6% | -28.4% | -15.7% |
| 30D | -45.5% | +17.2% | -62.7% | -38.4% |
| 3M | -52.0% | +12.8% | -64.8% | -47.2% |
| 6M | -47.0% | +38.0% | -84.9% | -37.3% |
| YTD | -32.8% | +22.7% | -55.5% | -23.4% |
| 1Y | -58.1% | +25.6% | -83.7% | -50.6% |
| All | -58.1% | +25.6% | -83.7% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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