+6.0%
CLSK vs CTVA
+102.9%
-97.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.3% |
| 7D | +7.7% | -4.5% | +12.2% | +11.1% |
| 30D | +12.2% | +11.3% | +0.9% | +2.6% |
| 3M | -15.5% | +12.3% | -27.8% | -25.6% |
| 6M | +39.3% | +7.2% | +32.2% | +26.0% |
| YTD | +35.1% | +26.0% | +9.1% | +7.0% |
| 1Y | +34.0% | +16.0% | +18.0% | +12.8% |
| 3Y | +226.3% | +73.9% | +152.3% | +94.9% |
| All | +6.0% | +102.9% | -97.0% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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