-60.8%
CLSK vs AEP
+191.6%
-252.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | +7.7% | -0.9% | +8.7% | +7.8% |
| 30D | +12.2% | -1.1% | +13.3% | +12.3% |
| 3M | -15.5% | -3.3% | -12.2% | -15.4% |
| 6M | +39.3% | -4.6% | +44.0% | +39.4% |
| YTD | +35.1% | +9.4% | +25.7% | +34.7% |
| 1Y | +34.0% | +16.9% | +17.1% | +33.8% |
| 3Y | +226.3% | +76.6% | +149.6% | +212.1% |
| 5Y | +6.4% | +66.2% | -59.8% | +4.1% |
| All | -60.8% | +191.6% | -252.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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