-60.8%
CLSK vs EQNR
+382.5%
-443.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.0% |
| 7D | +7.7% | +6.4% | +1.3% | +6.0% |
| 30D | +12.2% | +10.4% | +1.9% | +9.3% |
| 3M | -15.5% | +23.1% | -38.5% | -20.7% |
| 6M | +39.3% | +36.3% | +3.1% | +23.8% |
| YTD | +35.1% | +96.0% | -60.9% | +7.0% |
| 1Y | +34.0% | +94.2% | -60.2% | +6.0% |
| 3Y | +226.3% | +75.3% | +151.0% | +162.4% |
| 5Y | +6.4% | +187.2% | -180.8% | -27.7% |
| All | -60.8% | +382.5% | -443.3% | -74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling