-60.8%
CLSK vs EL
+42.2%
-103.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.5% |
| 7D | +7.7% | -6.5% | +14.2% | +11.2% |
| 30D | +12.2% | +11.1% | +1.1% | +5.5% |
| 3M | -15.5% | +10.7% | -26.2% | -20.7% |
| 6M | +39.3% | +6.9% | +32.5% | +31.3% |
| YTD | +35.1% | -6.3% | +41.4% | +35.6% |
| 1Y | +34.0% | +13.5% | +20.6% | +22.8% |
| 3Y | +226.3% | -33.1% | +259.3% | +255.9% |
| 5Y | +6.4% | -68.8% | +75.1% | +51.7% |
| All | -60.8% | +42.2% | -103.1% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling