+226.3%
CLSK vs ELV
-2.1%
+228.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.7% |
| 7D | +7.7% | +3.2% | +4.5% | +7.3% |
| 30D | +12.2% | +5.4% | +6.9% | +11.4% |
| 3M | -15.5% | +5.4% | -20.8% | -16.4% |
| 6M | +39.3% | +45.7% | -6.4% | +30.5% |
| YTD | +35.1% | +21.2% | +13.9% | +28.7% |
| 1Y | +34.0% | +35.6% | -1.6% | +25.8% |
| 3Y | +226.3% | -2.0% | +228.3% | +192.0% |
| All | +226.3% | -2.1% | +228.4% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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