-80.9%
CLSK vs USFD
+355.7%
-436.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +8.0% | +1.7% | +6.3% | +7.5% |
| 30D | -27.9% | +10.2% | -38.1% | -30.4% |
| 3M | -42.3% | -1.5% | -40.8% | -42.5% |
| 6M | -50.0% | +27.3% | -77.3% | -54.5% |
| YTD | -34.3% | +44.0% | -78.3% | -42.5% |
| 1Y | -44.5% | +50.4% | -94.8% | -51.9% |
| 3Y | +74.5% | +153.6% | -79.0% | +34.3% |
| 5Y | -69.0% | +219.0% | -287.9% | -77.0% |
| All | -80.9% | +355.7% | -436.6% | -85.5% |
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