-60.8%
CLSK vs NYT
+495.6%
-556.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.6% |
| 7D | +7.7% | -0.6% | +8.3% | +8.0% |
| 30D | +12.2% | +4.6% | +7.7% | +10.1% |
| 3M | -15.5% | -9.6% | -5.9% | -13.2% |
| 6M | +39.3% | -14.0% | +53.4% | +45.8% |
| YTD | +35.1% | -2.8% | +37.9% | +32.9% |
| 1Y | +34.0% | +15.6% | +18.4% | +20.3% |
| 3Y | +226.3% | +56.3% | +169.9% | +153.2% |
| 5Y | +6.4% | +39.5% | -33.1% | -17.6% |
| All | -60.8% | +495.6% | -556.5% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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