+117.0%
AXP vs CLSK
-11.8%
+128.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -2.1% | +8.8% | -10.9% | -3.0% |
| 30D | -6.5% | -6.0% | -0.5% | -6.3% |
| 3M | +4.6% | -24.4% | +29.0% | +6.5% |
| 6M | +5.4% | +19.0% | -13.6% | +1.6% |
| YTD | -11.1% | +25.4% | -36.5% | -15.8% |
| 1Y | -0.3% | +39.8% | -40.1% | -8.4% |
| 3Y | +111.6% | +177.7% | -66.1% | +60.6% |
| All | +117.0% | -11.8% | +128.8% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling