-60.8%
CLSK vs EIX
+22.2%
-83.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.3% | +8.1% | +7.2% |
| 7D | +7.7% | -1.4% | +9.1% | +8.1% |
| 30D | +12.2% | -19.3% | +31.5% | +17.6% |
| 3M | -15.5% | -21.7% | +6.2% | -10.8% |
| 6M | +39.3% | -19.8% | +59.2% | +45.6% |
| YTD | +35.1% | -3.0% | +38.1% | +33.4% |
| 1Y | +34.0% | +5.1% | +28.9% | +29.1% |
| 3Y | +226.3% | -7.0% | +233.2% | +222.2% |
| 5Y | +6.4% | +22.0% | -15.7% | +0.2% |
| All | -60.8% | +22.2% | -83.0% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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