-1.6%
CLSK vs ES
-4.5%
+3.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | +17.2% | 0.0% | +17.2% | +17.3% |
| 30D | +14.6% | -1.0% | +15.6% | +15.0% |
| 3M | -16.8% | +1.5% | -18.3% | -17.8% |
| 6M | +38.2% | -3.5% | +41.7% | +38.9% |
| YTD | +31.2% | +7.0% | +24.2% | +26.4% |
| 1Y | +37.3% | +15.3% | +22.0% | +28.6% |
| 3Y | +201.8% | +30.2% | +171.6% | +159.4% |
| 5Y | -1.6% | -4.3% | +2.7% | -3.7% |
| All | -1.6% | -4.5% | +3.0% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling