-63.6%
CLSK vs CVE
+165.4%
-229.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.3% |
| 7D | +8.8% | +2.5% | +6.3% | +7.9% |
| 30D | -6.0% | +16.7% | -22.7% | -10.7% |
| 3M | -24.4% | +9.3% | -33.6% | -26.9% |
| 6M | +19.0% | +43.6% | -24.6% | +4.2% |
| YTD | +25.4% | +93.6% | -68.2% | +0.4% |
| 1Y | +39.8% | +98.8% | -59.0% | +11.2% |
| 3Y | +177.7% | +73.6% | +104.1% | +127.2% |
| 5Y | -11.0% | +312.5% | -323.5% | -41.8% |
| All | -63.6% | +165.4% | -229.0% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling