-60.8%
CLSK vs EFX
+57.4%
-118.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.6% |
| 7D | +7.7% | -4.5% | +12.3% | +9.5% |
| 30D | +12.2% | -6.1% | +18.3% | +14.1% |
| 3M | -15.5% | +6.2% | -21.7% | -20.1% |
| 6M | +39.3% | -11.2% | +50.6% | +41.2% |
| YTD | +35.1% | -21.4% | +56.5% | +42.0% |
| 1Y | +34.0% | -34.3% | +68.3% | +52.6% |
| 3Y | +226.3% | -12.5% | +238.8% | +228.5% |
| 5Y | +6.4% | -35.6% | +41.9% | +9.9% |
| All | -60.8% | +57.4% | -118.2% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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