+42.9%
CLSK vs CVE
+53.7%
-10.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.0% | +8.7% |
| 7D | -19.7% | -16.1% | -3.6% | -11.7% |
| 30D | -46.5% | -10.4% | -36.1% | -43.4% |
| 3M | -51.7% | -2.4% | -49.3% | -51.7% |
| 6M | -57.5% | -4.4% | -53.1% | -57.6% |
| YTD | -39.1% | +64.9% | -104.1% | -58.7% |
| 1Y | -60.0% | +66.0% | -126.0% | -73.0% |
| 3Y | +42.9% | +57.7% | -14.7% | -9.0% |
| All | +42.9% | +53.7% | -10.8% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling