+1.8%
CTSH vs CLSK
+80.2%
-78.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.6% |
| 7D | -2.1% | +8.0% | -10.1% | -2.2% |
| 30D | +1.4% | -27.9% | +29.3% | +1.8% |
| 3M | +7.5% | -42.3% | +49.7% | +8.2% |
| 6M | +39.6% | -50.0% | +89.6% | +40.2% |
| YTD | -22.3% | -34.3% | +12.0% | -23.4% |
| 1Y | -12.0% | -44.5% | +32.5% | -12.8% |
| 3Y | +1.8% | +74.5% | -72.7% | -0.5% |
| All | +1.8% | +80.2% | -78.4% | -0.5% |
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