+39.8%
CLSK vs USFR
+4.0%
+35.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.6% |
| 7D | +8.8% | +0.1% | +8.8% | +11.2% |
| 30D | -6.0% | +0.3% | -6.3% | +5.0% |
| 3M | -24.4% | +1.0% | -25.4% | +12.7% |
| 6M | +19.0% | +1.9% | +17.1% | +147.8% |
| YTD | +25.4% | +2.6% | +22.8% | +182.9% |
| 1Y | +39.8% | +4.0% | +35.8% | +473.4% |
| All | +39.8% | +4.0% | +35.8% | +473.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling