-60.8%
CLSK vs ETR
+341.0%
-401.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +6.8% |
| 7D | +7.7% | -1.8% | +9.5% | +8.0% |
| 30D | +12.2% | -1.8% | +14.0% | +12.5% |
| 3M | -15.5% | -3.6% | -11.9% | -15.0% |
| 6M | +39.3% | +2.6% | +36.7% | +38.9% |
| YTD | +35.1% | +16.0% | +19.1% | +32.8% |
| 1Y | +34.0% | +20.1% | +13.9% | +31.8% |
| 3Y | +226.3% | +143.6% | +82.7% | +209.5% |
| 5Y | +6.4% | +124.4% | -118.0% | +1.9% |
| All | -60.8% | +341.0% | -401.8% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling