-7.7%
AAL vs CLSK
+211.4%
-219.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | +0.2% |
| 7D | -0.9% | +7.7% | -8.6% | -2.1% |
| 30D | -12.9% | +12.2% | -25.1% | -14.9% |
| 3M | -11.2% | -15.5% | +4.3% | -10.4% |
| 6M | +17.8% | +39.3% | -21.5% | +9.6% |
| YTD | -15.1% | +35.1% | -50.2% | -22.1% |
| 1Y | +0.5% | +34.0% | -33.6% | -9.3% |
| 3Y | -7.7% | +226.3% | -233.9% | -33.7% |
| All | -7.7% | +211.4% | -219.1% | -33.7% |
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