+6.0%
CLSK vs EVRG
+48.0%
-42.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.6% |
| 7D | +7.7% | +0.1% | +7.6% | +7.7% |
| 30D | +12.2% | -1.2% | +13.5% | +12.9% |
| 3M | -15.5% | -0.6% | -14.8% | -15.6% |
| 6M | +39.3% | +2.4% | +36.9% | +36.5% |
| YTD | +35.1% | +15.5% | +19.6% | +24.0% |
| 1Y | +34.0% | +16.8% | +17.2% | +23.1% |
| 3Y | +226.3% | +75.0% | +151.3% | +136.0% |
| All | +6.0% | +48.0% | -42.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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