-63.6%
CLSK vs USFD
+337.1%
-400.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | +8.8% | -3.0% | +11.8% | +9.7% |
| 30D | -6.0% | +3.5% | -9.5% | -7.2% |
| 3M | -24.4% | +26.6% | -50.9% | -30.6% |
| 6M | +19.0% | +11.7% | +7.3% | +13.8% |
| YTD | +25.4% | +38.1% | -12.7% | +11.8% |
| 1Y | +39.8% | +33.4% | +6.4% | +26.4% |
| 3Y | +177.7% | +155.8% | +21.9% | +115.5% |
| 5Y | -11.0% | +214.0% | -225.0% | -32.9% |
| All | -63.6% | +337.1% | -400.8% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling