+416.8%
AXP vs CLSK
-81.2%
+498.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.7% | -0.2% |
| 7D | -0.6% | -19.4% | +18.8% | -0.3% |
| 30D | +5.0% | -37.4% | +42.4% | +5.7% |
| 3M | -4.2% | -43.3% | +39.1% | -3.5% |
| 6M | +2.9% | -53.7% | +56.7% | +4.0% |
| YTD | -11.6% | -35.1% | +23.5% | -11.4% |
| 1Y | -11.1% | -56.3% | +45.2% | -10.4% |
| 3Y | +116.7% | +75.7% | +41.1% | +112.0% |
| 5Y | +89.6% | -67.7% | +157.3% | +85.7% |
| All | +416.8% | -81.2% | +498.0% | +401.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling