-0.4%
CLSK vs ESI
+66.0%
-66.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.5% | +0.9% | +1.2% |
| 7D | +1.7% | -2.3% | +4.1% | +4.2% |
| 30D | +11.1% | -9.0% | +20.1% | +23.1% |
| 3M | -14.1% | -13.3% | -0.8% | -2.4% |
| 6M | +32.9% | +5.3% | +27.6% | +16.8% |
| YTD | +26.5% | +37.6% | -11.1% | -19.2% |
| 1Y | +27.6% | +33.6% | -6.0% | -15.3% |
| 3Y | +190.9% | +75.8% | +115.1% | +39.9% |
| 5Y | -0.4% | +68.6% | -69.0% | -49.0% |
| All | -0.4% | +66.0% | -66.4% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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