-61.4%
CLSK vs ESI
+360.3%
-421.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.7% | +5.9% |
| 7D | +21.9% | +5.4% | +16.5% | +17.9% |
| 30D | +9.6% | -4.2% | +13.8% | +13.0% |
| 3M | -18.4% | -9.6% | -8.8% | -13.2% |
| 6M | +46.4% | +18.3% | +28.0% | +29.7% |
| YTD | +33.2% | +45.8% | -12.6% | +3.9% |
| 1Y | +47.0% | +39.2% | +7.8% | +18.9% |
| 3Y | +206.4% | +86.3% | +120.1% | +118.9% |
| 5Y | +5.4% | +76.2% | -70.8% | -20.4% |
| All | -61.4% | +360.3% | -421.7% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling