-58.1%
CLSK vs ED
+27.1%
-85.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.0% | -19.6% | -12.0% |
| 7D | -20.7% | +5.4% | -26.1% | -13.4% |
| 30D | -45.5% | +16.4% | -61.9% | -32.0% |
| 3M | -52.0% | +11.9% | -63.9% | -43.1% |
| 6M | -47.0% | +11.6% | -58.5% | -36.5% |
| YTD | -32.8% | +24.1% | -56.9% | -7.4% |
| 1Y | -58.1% | +26.9% | -85.0% | -39.7% |
| All | -58.1% | +27.1% | -85.2% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling