+24.4%
CTSH vs CLSK
-61.4%
+85.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +6.2% | -10.1% | -3.9% |
| 7D | -5.5% | +21.9% | -27.4% | -5.7% |
| 30D | +4.5% | +9.6% | -5.1% | +4.4% |
| 3M | +13.7% | -18.4% | +32.1% | +13.8% |
| 6M | -8.4% | +46.4% | -54.8% | -9.1% |
| YTD | -26.5% | +33.2% | -59.7% | -27.1% |
| 1Y | -13.9% | +47.0% | -60.9% | -14.9% |
| 3Y | -11.3% | +206.4% | -217.7% | -13.9% |
| 5Y | -14.8% | +5.4% | -20.2% | -17.4% |
| All | +24.4% | -61.4% | +85.7% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling