+74.5%
CLSK vs EXC
+31.9%
+42.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.1% | -2.5% |
| 7D | +8.0% | +1.4% | +6.6% | +8.3% |
| 30D | -27.9% | +8.6% | -36.5% | -26.7% |
| 3M | -42.3% | +2.4% | -44.7% | -41.8% |
| 6M | -50.0% | +6.5% | -56.5% | -49.6% |
| YTD | -34.3% | +9.0% | -43.3% | -33.8% |
| 1Y | -44.5% | +4.6% | -49.1% | -43.9% |
| 3Y | +74.5% | +33.5% | +41.0% | +77.9% |
| All | +74.5% | +31.9% | +42.7% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling