+226.3%
CLSK vs CLX
-36.5%
+262.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +7.0% |
| 7D | +7.7% | -5.7% | +13.4% | +8.7% |
| 30D | +12.2% | -17.0% | +29.3% | +15.5% |
| 3M | -15.5% | -9.7% | -5.8% | -14.7% |
| 6M | +39.3% | -19.8% | +59.2% | +45.1% |
| YTD | +35.1% | -9.8% | +44.9% | +36.5% |
| 1Y | +34.0% | -26.2% | +60.2% | +41.2% |
| 3Y | +226.3% | -36.2% | +262.4% | +236.8% |
| All | +226.3% | -36.5% | +262.7% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 3y: compounded portfolio wealth divided by compounded CLX 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…
3y analysis · Full analysis span regression · 6 months rolling