-0.4%
CLSK vs ELF
+217.8%
-218.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.3% | +0.7% | -1.7% |
| 7D | +1.7% | -10.8% | +12.6% | +6.9% |
| 30D | +11.1% | +0.8% | +10.3% | +9.9% |
| 3M | -14.1% | +64.8% | -78.9% | -33.9% |
| 6M | +32.9% | +19.0% | +13.9% | +17.9% |
| YTD | +26.5% | +25.9% | +0.5% | +7.4% |
| 1Y | +27.6% | -28.8% | +56.4% | +35.5% |
| 3Y | +190.9% | -29.6% | +220.5% | +159.8% |
| 5Y | -0.4% | +216.2% | -216.6% | -78.1% |
| All | -0.4% | +217.8% | -218.2% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling