-80.9%
CLSK vs CL
+88.6%
-169.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -2.3% |
| 7D | +8.0% | +3.2% | +4.7% | +8.8% |
| 30D | -27.9% | +8.0% | -36.0% | -26.1% |
| 3M | -42.3% | +7.9% | -50.1% | -40.7% |
| 6M | -50.0% | +14.7% | -64.7% | -47.8% |
| YTD | -34.3% | +29.2% | -63.4% | -30.1% |
| 1Y | -44.5% | +29.5% | -74.0% | -40.9% |
| 3Y | +74.5% | +40.7% | +33.9% | +89.3% |
| 5Y | -69.0% | +43.9% | -112.8% | -66.2% |
| All | -80.9% | +88.6% | -169.6% | -78.8% |
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