-80.4%
CLSK vs CVE
+138.0%
-218.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | +20.4% | +4.6% | +15.8% | +18.8% |
| 30D | -32.6% | -12.0% | -20.6% | -29.8% |
| 3M | -43.8% | -3.8% | -40.1% | -43.3% |
| 6M | -49.2% | -2.7% | -46.5% | -49.4% |
| YTD | -32.4% | +73.6% | -106.0% | -44.1% |
| 1Y | -48.7% | +62.0% | -110.7% | -56.6% |
| 3Y | +82.9% | +72.7% | +10.2% | +50.7% |
| 5Y | -68.1% | +153.9% | -222.0% | -76.5% |
| All | -80.4% | +138.0% | -218.4% | -86.2% |
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