+226.3%
CLSK vs EOSE
+42.6%
+183.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.0% |
| 7D | +7.7% | +1.8% | +5.9% | +7.2% |
| 30D | +12.2% | -6.8% | +19.1% | +13.0% |
| 3M | -15.5% | -36.3% | +20.8% | -8.1% |
| 6M | +39.3% | -38.8% | +78.1% | +48.2% |
| YTD | +35.1% | -65.5% | +100.6% | +59.8% |
| 1Y | +34.0% | -45.3% | +79.3% | +47.7% |
| 3Y | +226.3% | +44.2% | +182.1% | +150.2% |
| All | +226.3% | +42.6% | +183.7% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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