+74.5%
CLSK vs ECL
+79.8%
-5.3%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.5% |
| 7D | +8.0% | +2.9% | +5.1% | +6.7% |
| 30D | -27.9% | +7.5% | -35.4% | -30.6% |
| 3M | -42.3% | +12.2% | -54.5% | -45.9% |
| 6M | -50.0% | +24.6% | -74.6% | -57.1% |
| YTD | -34.3% | +18.8% | -53.0% | -41.7% |
| 1Y | -44.5% | +19.3% | -63.8% | -50.8% |
| 3Y | +74.5% | +78.2% | -3.7% | +132.8% |
| All | +74.5% | +79.8% | -5.3% | +132.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling