-63.3%
CLSK vs EXC
+166.7%
-230.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | +1.7% | -1.6% | +3.4% | +2.1% |
| 30D | +11.1% | -2.4% | +13.5% | +11.6% |
| 3M | -14.1% | -4.0% | -10.1% | -13.8% |
| 6M | +32.9% | -9.8% | +42.7% | +34.9% |
| YTD | +26.5% | +2.3% | +24.2% | +24.8% |
| 1Y | +27.6% | +3.8% | +23.8% | +25.9% |
| 3Y | +190.9% | +19.7% | +171.2% | +174.6% |
| 5Y | -0.4% | +45.6% | -46.0% | -8.5% |
| All | -63.3% | +166.7% | -230.0% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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