+205.5%
CLSK vs CTAS
+64.7%
+140.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.4% |
| 7D | +1.7% | -1.3% | +3.0% | +2.2% |
| 30D | +11.1% | -3.1% | +14.2% | +12.1% |
| 3M | -14.1% | +10.3% | -24.4% | -19.7% |
| 6M | +32.9% | +1.6% | +31.3% | +30.1% |
| YTD | +26.5% | +6.3% | +20.2% | +19.0% |
| 1Y | +27.6% | -0.5% | +28.1% | +25.0% |
| All | +205.5% | +64.7% | +140.8% | +70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling