-63.6%
CLSK vs CL
+67.0%
-130.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +0.6% |
| 7D | +8.8% | -2.2% | +11.0% | +8.3% |
| 30D | -6.0% | -4.8% | -1.2% | -6.9% |
| 3M | -24.4% | +4.9% | -29.3% | -23.5% |
| 6M | +19.0% | -5.7% | +24.8% | +18.2% |
| YTD | +25.4% | +14.4% | +11.0% | +28.6% |
| 1Y | +39.8% | +8.7% | +31.0% | +42.7% |
| 3Y | +177.7% | +30.0% | +147.7% | +192.0% |
| 5Y | -11.0% | +28.4% | -39.4% | -6.2% |
| All | -63.6% | +67.0% | -130.7% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling