-80.2%
CLSK vs USFD
+361.1%
-441.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.2% |
| 7D | +1.6% | -0.2% | +1.8% | +1.9% |
| 30D | -32.9% | +12.3% | -45.2% | -35.6% |
| 3M | -40.0% | -0.7% | -39.3% | -40.3% |
| 6M | -51.7% | +31.3% | -82.9% | -56.4% |
| YTD | -31.7% | +45.7% | -77.4% | -40.5% |
| 1Y | -50.8% | +52.1% | -102.9% | -57.5% |
| 3Y | +84.8% | +158.2% | -73.5% | +41.5% |
| 5Y | -67.8% | +213.8% | -281.6% | -76.2% |
| All | -80.2% | +361.1% | -441.3% | -85.0% |
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