+6.0%
CLSK vs ECL
+27.6%
-21.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +5.0% |
| 7D | +7.7% | -1.1% | +8.8% | +9.0% |
| 30D | +12.2% | -0.8% | +13.0% | +12.7% |
| 3M | -15.5% | +5.0% | -20.5% | -22.4% |
| 6M | +39.3% | +0.2% | +39.1% | +35.0% |
| YTD | +35.1% | +5.8% | +29.3% | +21.6% |
| 1Y | +34.0% | +1.5% | +32.5% | +26.3% |
| 3Y | +226.3% | +55.0% | +171.3% | +70.0% |
| All | +6.0% | +27.6% | -21.6% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling