-80.9%
CLSK vs EXC
+184.3%
-265.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -3.0% |
| 7D | +8.0% | +1.4% | +6.6% | +7.7% |
| 30D | -27.9% | +8.6% | -36.5% | -29.1% |
| 3M | -42.3% | +2.4% | -44.7% | -42.6% |
| 6M | -50.0% | +6.5% | -56.5% | -50.9% |
| YTD | -34.3% | +9.0% | -43.3% | -36.0% |
| 1Y | -44.5% | +4.6% | -49.1% | -45.4% |
| 3Y | +74.5% | +33.5% | +41.0% | +60.6% |
| 5Y | -69.0% | +41.4% | -110.4% | -71.5% |
| All | -80.9% | +184.3% | -265.2% | -81.0% |
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