-63.6%
CLSK vs ES
+90.2%
-153.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +8.8% | +0.3% | +8.5% | +8.8% |
| 30D | -6.0% | -2.0% | -4.0% | -5.6% |
| 3M | -24.4% | +1.7% | -26.0% | -24.9% |
| 6M | +19.0% | -3.5% | +22.6% | +19.4% |
| YTD | +25.4% | +7.9% | +17.5% | +22.9% |
| 1Y | +39.8% | +17.2% | +22.6% | +35.1% |
| 3Y | +177.7% | +29.3% | +148.4% | +160.5% |
| 5Y | -11.0% | -5.7% | -5.3% | -14.4% |
| All | -63.6% | +90.2% | -153.9% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling