+114.5%
AXP vs CLSK
+196.3%
-81.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -0.6% |
| 7D | +0.6% | +21.9% | -21.3% | -1.3% |
| 30D | -4.3% | +9.6% | -13.9% | -5.5% |
| 3M | +4.7% | -18.4% | +23.1% | +5.7% |
| 6M | +9.0% | +46.4% | -37.4% | +3.3% |
| YTD | -11.1% | +33.2% | -44.3% | -15.9% |
| 1Y | +1.3% | +47.0% | -45.7% | -6.8% |
| 3Y | +114.5% | +206.4% | -91.9% | +68.6% |
| All | +114.5% | +196.3% | -81.8% | +68.6% |
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