+226.3%
CLSK vs EME
+252.2%
-26.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.3% | +2.5% | +3.0% |
| 7D | +7.7% | +3.5% | +4.2% | +4.7% |
| 30D | +12.2% | -6.3% | +18.6% | +18.8% |
| 3M | -15.5% | -3.8% | -11.7% | -12.6% |
| 6M | +39.3% | +8.5% | +30.8% | +31.0% |
| YTD | +35.1% | +27.8% | +7.3% | +11.5% |
| 1Y | +34.0% | +22.2% | +11.8% | +14.2% |
| 3Y | +226.3% | +253.5% | -27.2% | +75.8% |
| All | +226.3% | +252.2% | -26.0% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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