+226.3%
CLSK vs ELF
-29.5%
+255.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.6% | +6.3% |
| 7D | +7.7% | -11.6% | +19.4% | +12.7% |
| 30D | +12.2% | +4.6% | +7.6% | +9.7% |
| 3M | -15.5% | +59.7% | -75.2% | -31.5% |
| 6M | +39.3% | +21.2% | +18.1% | +25.2% |
| YTD | +35.1% | +27.4% | +7.6% | +17.4% |
| 1Y | +34.0% | -29.8% | +63.8% | +42.5% |
| 3Y | +226.3% | -28.5% | +254.7% | +188.7% |
| All | +226.3% | -29.5% | +255.7% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 3y: compounded portfolio wealth divided by compounded ELF 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…
3y analysis · Full analysis span regression · 6 months rolling