-8.0%
CLSK vs CVE
+317.2%
-325.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.5% |
| 7D | +8.8% | +2.5% | +6.3% | +7.4% |
| 30D | -6.0% | +16.7% | -22.7% | -13.5% |
| 3M | -24.4% | +9.3% | -33.6% | -28.4% |
| 6M | +19.0% | +43.6% | -24.6% | -5.0% |
| YTD | +25.4% | +93.6% | -68.2% | -14.2% |
| 1Y | +39.8% | +98.8% | -59.0% | -5.4% |
| 3Y | +177.7% | +73.6% | +104.1% | +93.8% |
| All | -8.0% | +317.2% | -325.3% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling