-14.4%
CTSH vs CLSK
+6.4%
-20.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | +2.5% |
| 7D | -3.7% | +7.7% | -11.4% | -4.1% |
| 30D | +3.7% | +12.2% | -8.5% | +2.8% |
| 3M | +17.9% | -15.5% | +33.4% | +18.1% |
| 6M | -2.6% | +39.3% | -42.0% | -6.3% |
| YTD | -26.4% | +35.1% | -61.5% | -29.6% |
| 1Y | -13.0% | +34.0% | -47.1% | -17.9% |
| 3Y | -11.2% | +226.3% | -237.5% | -30.7% |
| All | -14.4% | +6.4% | -20.8% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling