-63.3%
CLSK vs ELV
+244.0%
-307.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.9% | -8.6% | -4.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | +11.1% | +6.7% | +4.4% | +9.2% |
| 3M | -14.1% | +3.0% | -17.1% | -15.2% |
| 6M | +32.9% | +48.0% | -15.0% | +19.1% |
| YTD | +26.5% | +20.0% | +6.4% | +18.5% |
| 1Y | +27.6% | +37.9% | -10.3% | +15.5% |
| 3Y | +190.9% | -2.8% | +193.7% | +182.9% |
| 5Y | -0.4% | +24.8% | -25.2% | -9.1% |
| All | -63.3% | +244.0% | -307.3% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling