-63.3%
CLSK vs CVE
+173.3%
-236.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.5% |
| 7D | +1.7% | +1.6% | +0.1% | +1.3% |
| 30D | +11.1% | +11.7% | -0.6% | +7.2% |
| 3M | -14.1% | +18.2% | -32.3% | -18.9% |
| 6M | +32.9% | +48.8% | -15.9% | +15.1% |
| YTD | +26.5% | +99.4% | -72.9% | +0.4% |
| 1Y | +27.6% | +97.9% | -70.2% | +1.7% |
| 3Y | +190.9% | +76.3% | +114.6% | +136.9% |
| 5Y | -0.4% | +344.6% | -345.0% | -36.1% |
| All | -63.3% | +173.3% | -236.6% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling