-63.3%
CLSK vs EVRG
+104.9%
-168.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.6% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | +11.1% | 0.0% | +11.1% | +11.1% |
| 3M | -14.1% | -1.0% | -13.1% | -14.1% |
| 6M | +32.9% | +1.0% | +31.9% | +32.5% |
| YTD | +26.5% | +15.1% | +11.4% | +24.0% |
| 1Y | +27.6% | +17.6% | +10.0% | +25.1% |
| 3Y | +190.9% | +70.5% | +120.4% | +173.2% |
| 5Y | -0.4% | +48.9% | -49.3% | -5.9% |
| All | -63.3% | +104.9% | -168.2% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling