-40.0%
CLSK vs EQX
+232.0%
-272.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +6.2% |
| 7D | +7.7% | -3.2% | +10.9% | +8.9% |
| 30D | +12.2% | +7.8% | +4.5% | +9.4% |
| 3M | -15.5% | +21.3% | -36.8% | -21.2% |
| 6M | +39.3% | -22.4% | +61.8% | +49.0% |
| YTD | +35.1% | -11.3% | +46.4% | +38.4% |
| 1Y | +34.0% | +13.5% | +20.5% | +27.0% |
| 3Y | +226.3% | +162.1% | +64.1% | +119.4% |
| 5Y | +6.4% | +84.2% | -77.8% | -25.6% |
| All | -40.0% | +232.0% | -272.1% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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