-61.4%
CLSK vs ECL
+170.7%
-232.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.5% |
| 7D | +21.9% | -0.8% | +22.6% | +22.4% |
| 30D | +9.6% | -2.5% | +12.1% | +11.0% |
| 3M | -18.4% | +8.3% | -26.7% | -23.8% |
| 6M | +46.4% | -1.1% | +47.5% | +45.3% |
| YTD | +33.2% | +6.5% | +26.7% | +25.4% |
| 1Y | +47.0% | +2.1% | +44.9% | +42.3% |
| 3Y | +206.4% | +57.6% | +148.8% | +121.4% |
| 5Y | +5.4% | +28.1% | -22.7% | -18.0% |
| All | -61.4% | +170.7% | -232.1% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ECL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling