-60.8%
CLSK vs CL
+63.3%
-124.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.3% | +8.0% | +6.5% |
| 7D | +7.7% | -2.2% | +9.9% | +7.2% |
| 30D | +12.2% | -6.0% | +18.2% | +10.9% |
| 3M | -15.5% | -2.3% | -13.1% | -15.6% |
| 6M | +39.3% | -2.0% | +41.3% | +39.1% |
| YTD | +35.1% | +11.8% | +23.2% | +37.9% |
| 1Y | +34.0% | +5.8% | +28.2% | +36.2% |
| 3Y | +226.3% | +25.9% | +200.3% | +241.0% |
| 5Y | +6.4% | +26.9% | -20.6% | +11.8% |
| All | -60.8% | +63.3% | -124.2% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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