-61.9%
CLSK vs USFD
+309.5%
-371.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | +0.1% |
| 7D | +17.2% | -7.0% | +24.2% | +19.7% |
| 30D | +14.6% | -10.3% | +24.9% | +18.2% |
| 3M | -16.8% | +9.2% | -26.0% | -20.1% |
| 6M | +38.2% | +7.4% | +30.8% | +33.4% |
| YTD | +31.2% | +29.4% | +1.8% | +19.2% |
| 1Y | +37.3% | +24.8% | +12.5% | +26.6% |
| 3Y | +201.8% | +150.0% | +51.8% | +136.4% |
| 5Y | -1.6% | +195.5% | -197.0% | -24.3% |
| All | -61.9% | +309.5% | -371.4% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling