+74.5%
CLSK vs CVE
+74.2%
+0.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.4% | -3.1% |
| 7D | +8.0% | +5.9% | +2.0% | +4.8% |
| 30D | -27.9% | -10.9% | -17.1% | -23.5% |
| 3M | -42.3% | -4.5% | -37.8% | -41.4% |
| 6M | -50.0% | -1.0% | -49.0% | -50.9% |
| YTD | -34.3% | +74.7% | -109.0% | -56.7% |
| 1Y | -44.5% | +65.8% | -110.3% | -62.1% |
| 3Y | +74.5% | +73.2% | +1.4% | +12.9% |
| All | +74.5% | +74.2% | +0.3% | +12.9% |
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