+6.0%
CLSK vs EL
-69.0%
+75.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.4% |
| 7D | +7.7% | -6.5% | +14.2% | +12.5% |
| 30D | +12.2% | +11.1% | +1.1% | +2.7% |
| 3M | -15.5% | +10.7% | -26.2% | -23.0% |
| 6M | +39.3% | +6.9% | +32.5% | +27.4% |
| YTD | +35.1% | -6.3% | +41.4% | +34.3% |
| 1Y | +34.0% | +13.5% | +20.6% | +15.8% |
| 3Y | +226.3% | -33.1% | +259.3% | +283.8% |
| All | +6.0% | -69.0% | +75.0% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 5y: compounded portfolio wealth divided by compounded EL 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…
5y analysis · Full analysis span regression · 6 months rolling