-68.1%
CLSK vs CL
+41.5%
-109.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +20.4% | -0.8% | +21.2% | +20.1% |
| 30D | -32.6% | +9.5% | -42.1% | -30.4% |
| 3M | -43.8% | +6.6% | -50.5% | -42.2% |
| 6M | -49.2% | +13.2% | -62.5% | -47.2% |
| YTD | -32.4% | +26.9% | -59.3% | -29.2% |
| 1Y | -48.7% | +27.6% | -76.3% | -46.3% |
| 3Y | +82.9% | +39.1% | +43.8% | +88.8% |
| 5Y | -68.1% | +41.3% | -109.4% | -69.5% |
| All | -68.1% | +41.5% | -109.6% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling