-60.8%
CLSK vs ELAN
-28.2%
-32.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +6.2% |
| 7D | +7.7% | -5.4% | +13.2% | +10.3% |
| 30D | +12.2% | +4.7% | +7.5% | +9.6% |
| 3M | -15.5% | -3.7% | -11.8% | -15.3% |
| 6M | +39.3% | -1.2% | +40.5% | +38.1% |
| YTD | +35.1% | +2.4% | +32.7% | +32.0% |
| 1Y | +34.0% | +23.4% | +10.6% | +20.2% |
| 3Y | +226.3% | +96.7% | +129.6% | +120.8% |
| 5Y | +6.4% | -30.6% | +37.0% | +1.8% |
| All | -60.8% | -28.2% | -32.7% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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