-46.7%
CLSK vs CTVA
+210.9%
-257.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.4% |
| 7D | +1.7% | -4.7% | +6.4% | +4.4% |
| 30D | +11.1% | +11.1% | 0.0% | +3.8% |
| 3M | -14.1% | +13.7% | -27.8% | -22.3% |
| 6M | +32.9% | +11.2% | +21.7% | +20.9% |
| YTD | +26.5% | +26.9% | -0.4% | +6.6% |
| 1Y | +27.6% | +18.8% | +8.8% | +11.3% |
| 3Y | +190.9% | +75.9% | +115.0% | +102.8% |
| 5Y | -0.4% | +105.2% | -105.6% | -33.5% |
| All | -46.7% | +210.9% | -257.6% | -69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling