+226.3%
CLSK vs ETR
+143.8%
+82.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +6.9% |
| 7D | +7.7% | -1.8% | +9.5% | +8.5% |
| 30D | +12.2% | -1.8% | +14.0% | +13.1% |
| 3M | -15.5% | -3.6% | -11.9% | -14.2% |
| 6M | +39.3% | +2.6% | +36.7% | +37.5% |
| YTD | +35.1% | +16.0% | +19.1% | +27.4% |
| 1Y | +34.0% | +20.1% | +13.9% | +26.9% |
| 3Y | +226.3% | +143.6% | +82.7% | +164.6% |
| All | +226.3% | +143.8% | +82.4% | +164.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling