+419.4%
AXP vs CLSK
-61.4%
+480.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -0.1% |
| 7D | +0.6% | +21.9% | -21.3% | +0.2% |
| 30D | -4.3% | +9.6% | -13.9% | -4.6% |
| 3M | +4.7% | -18.4% | +23.1% | +4.9% |
| 6M | +9.0% | +46.4% | -37.4% | +7.9% |
| YTD | -11.1% | +33.2% | -44.3% | -12.0% |
| 1Y | +1.3% | +47.0% | -45.7% | -0.1% |
| 3Y | +114.5% | +206.4% | -91.9% | +107.7% |
| 5Y | +118.0% | +5.4% | +112.6% | +110.8% |
| All | +419.4% | -61.4% | +480.8% | +398.0% |
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