-63.6%
CLSK vs ECL
+171.9%
-235.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +8.8% | -2.6% | +11.4% | +10.7% |
| 30D | -6.0% | -2.2% | -3.8% | -5.0% |
| 3M | -24.4% | +10.1% | -34.5% | -30.2% |
| 6M | +19.0% | -5.7% | +24.8% | +22.2% |
| YTD | +25.4% | +7.0% | +18.4% | +17.7% |
| 1Y | +39.8% | +2.7% | +37.1% | +34.8% |
| 3Y | +177.7% | +57.7% | +120.0% | +100.6% |
| 5Y | -11.0% | +31.1% | -42.1% | -31.4% |
| All | -63.6% | +171.9% | -235.5% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling