+655.2%
CLSK vs BOXX
+18.5%
+636.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +7.7% | +0.1% | +7.7% | +7.8% |
| 30D | +12.2% | +0.3% | +11.9% | +12.3% |
| 3M | -15.5% | +1.0% | -16.5% | -16.5% |
| 6M | +39.3% | +1.9% | +37.4% | +32.1% |
| YTD | +35.1% | +2.7% | +32.4% | +23.4% |
| 1Y | +34.0% | +4.0% | +30.0% | +18.3% |
| 3Y | +226.3% | +14.7% | +211.6% | +303.3% |
| All | +655.2% | +18.5% | +636.8% | +325.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 all: compounded portfolio wealth divided by compounded BOXX 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…
all analysis · Full analysis span regression · 6 months rolling