-60.8%
CLSK vs ECL
+168.8%
-229.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +5.7% |
| 7D | +7.7% | -1.1% | +8.8% | +8.5% |
| 30D | +12.2% | -0.8% | +13.0% | +12.6% |
| 3M | -15.5% | +5.0% | -20.5% | -19.5% |
| 6M | +39.3% | +0.2% | +39.1% | +37.2% |
| YTD | +35.1% | +5.8% | +29.3% | +27.8% |
| 1Y | +34.0% | +1.5% | +32.5% | +30.4% |
| 3Y | +226.3% | +55.0% | +171.3% | +138.6% |
| 5Y | +6.4% | +29.3% | -22.9% | -17.2% |
| All | -60.8% | +168.8% | -229.7% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling