-13.9%
CTSH vs CLSK
+202.5%
-216.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.8% |
| 7D | -8.2% | +17.2% | -25.4% | -8.6% |
| 30D | +0.4% | +14.6% | -14.2% | 0.0% |
| 3M | +10.6% | -16.8% | +27.4% | +10.9% |
| 6M | -8.8% | +38.2% | -47.0% | -10.7% |
| YTD | -28.6% | +31.2% | -59.8% | -30.3% |
| 1Y | -15.9% | +37.3% | -53.2% | -18.8% |
| All | -13.9% | +202.5% | -216.4% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 3y: compounded portfolio wealth divided by compounded CLSK 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…
3y analysis · Full analysis span regression · 6 months rolling