+6.0%
CLSK vs COPX
+163.4%
-157.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.9% |
| 7D | +7.7% | -2.3% | +10.1% | +10.1% |
| 30D | +12.2% | +0.3% | +12.0% | +11.9% |
| 3M | -15.5% | +6.8% | -22.3% | -21.4% |
| 6M | +39.3% | +7.9% | +31.4% | +24.7% |
| YTD | +35.1% | +23.7% | +11.3% | +4.2% |
| 1Y | +34.0% | +71.5% | -37.5% | -27.1% |
| 3Y | +226.3% | +149.1% | +77.2% | +14.4% |
| All | +6.0% | +163.4% | -157.4% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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