-63.3%
CLSK vs EFX
+56.5%
-119.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +1.7% | -11.1% | +12.9% | +6.1% |
| 30D | +11.1% | -7.4% | +18.5% | +13.6% |
| 3M | -14.1% | +1.5% | -15.6% | -17.4% |
| 6M | +32.9% | -13.7% | +46.6% | +36.3% |
| YTD | +26.5% | -21.9% | +48.3% | +33.2% |
| 1Y | +27.6% | -30.8% | +58.4% | +41.6% |
| 3Y | +190.9% | -12.4% | +203.3% | +192.6% |
| 5Y | -0.4% | -35.9% | +35.5% | +3.1% |
| All | -63.3% | +56.5% | -119.8% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling