-80.2%
CLSK vs ES
+91.1%
-171.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +5.0% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -32.9% | +6.7% | -39.6% | -33.9% |
| 3M | -40.0% | +0.3% | -40.4% | -40.2% |
| 6M | -51.7% | +7.4% | -59.1% | -52.7% |
| YTD | -31.7% | +8.4% | -40.1% | -33.3% |
| 1Y | -50.8% | +0.6% | -51.4% | -51.3% |
| 3Y | +84.8% | +50.6% | +34.1% | +69.7% |
| 5Y | -67.8% | +4.8% | -72.6% | -69.2% |
| All | -80.2% | +91.1% | -171.3% | -64.1% |
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