+181.4%
CLSK vs CVE
+71.6%
+109.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.5% |
| 7D | +8.8% | +2.5% | +6.3% | +7.3% |
| 30D | -6.0% | +16.7% | -22.7% | -14.0% |
| 3M | -24.4% | +9.3% | -33.6% | -28.4% |
| 6M | +19.0% | +43.6% | -24.6% | -8.3% |
| YTD | +25.4% | +93.6% | -68.2% | -20.1% |
| 1Y | +39.8% | +98.8% | -59.0% | -12.2% |
| All | +181.4% | +71.6% | +109.7% | +63.5% |
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