-50.8%
CLSK vs EQNR
+76.6%
-127.4%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +5.4% |
| 7D | +1.6% | -3.4% | +5.1% | +1.2% |
| 30D | -32.9% | -5.9% | -27.0% | -33.0% |
| 3M | -40.0% | +2.0% | -42.0% | -39.3% |
| 6M | -51.7% | +10.3% | -62.0% | -49.9% |
| YTD | -31.7% | +80.8% | -112.5% | -60.0% |
| 1Y | -50.8% | +75.5% | -126.3% | -69.4% |
| All | -50.8% | +76.6% | -127.4% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling