+206.4%
CLSK vs ES
+33.1%
+173.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +6.0% |
| 7D | +21.9% | +1.4% | +20.5% | +21.3% |
| 30D | +9.6% | -1.2% | +10.8% | +10.1% |
| 3M | -18.4% | +5.0% | -23.4% | -20.6% |
| 6M | +46.4% | -2.8% | +49.2% | +46.9% |
| YTD | +33.2% | +8.6% | +24.6% | +26.8% |
| 1Y | +47.0% | +18.9% | +28.1% | +34.7% |
| 3Y | +206.4% | +32.1% | +174.2% | +138.9% |
| All | +206.4% | +33.1% | +173.2% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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