-61.4%
CLSK vs ELF
+256.0%
-317.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.9% | +11.1% | +7.7% |
| 7D | +21.9% | -1.2% | +23.0% | +22.2% |
| 30D | +9.6% | +5.9% | +3.7% | +7.2% |
| 3M | -18.4% | +99.5% | -117.9% | -35.6% |
| 6M | +46.4% | +26.5% | +19.8% | +32.5% |
| YTD | +33.2% | +37.2% | -4.0% | +16.9% |
| 1Y | +47.0% | -24.4% | +71.4% | +50.7% |
| 3Y | +206.4% | -23.3% | +229.7% | +193.6% |
| 5Y | +5.4% | +245.2% | -239.8% | -30.1% |
| All | -61.4% | +256.0% | -317.4% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling