-61.9%
CLSK vs CLX
+5.1%
-67.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | +17.2% | -4.9% | +22.1% | +17.7% |
| 30D | +14.6% | -15.8% | +30.4% | +16.1% |
| 3M | -16.8% | -7.9% | -8.9% | -16.6% |
| 6M | +38.2% | -19.0% | +57.2% | +40.4% |
| YTD | +31.2% | -7.9% | +39.2% | +31.8% |
| 1Y | +37.3% | -25.4% | +62.7% | +40.2% |
| 3Y | +201.8% | -35.0% | +236.8% | +207.6% |
| 5Y | -1.6% | -36.8% | +35.2% | -1.4% |
| All | -61.9% | +5.1% | -67.1% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling