+5.4%
CLSK vs ALLE
+17.0%
-11.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.9% |
| 7D | +21.9% | +2.8% | +19.1% | +18.5% |
| 30D | +9.6% | -7.6% | +17.2% | +18.7% |
| 3M | -18.4% | +22.8% | -41.2% | -36.4% |
| 6M | +46.4% | +4.6% | +41.8% | +35.9% |
| YTD | +33.2% | -1.2% | +34.4% | +30.0% |
| 1Y | +47.0% | -9.1% | +56.1% | +57.3% |
| 3Y | +206.4% | +50.0% | +156.4% | +78.8% |
| 5Y | +5.4% | +15.2% | -9.8% | -21.8% |
| All | +5.4% | +17.0% | -11.6% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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