+120.2%
AXP vs CLSK
+62.2%
+58.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.2% | -11.1% | 0.0% |
| 7D | -1.1% | -3.4% | +2.2% | -1.3% |
| 30D | +5.2% | -34.2% | +39.4% | +8.5% |
| 3M | -4.6% | -43.8% | +39.2% | -0.8% |
| 6M | +3.2% | -51.3% | +54.6% | +7.7% |
| YTD | -11.3% | -31.7% | +20.4% | -11.6% |
| 1Y | -11.0% | -55.6% | +44.6% | -8.1% |
| 3Y | +120.2% | +87.3% | +32.9% | +99.0% |
| All | +120.2% | +62.2% | +58.0% | +99.0% |
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 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