-55.8%
CLSK vs EXE
+182.2%
-238.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.1% | +8.9% | +7.7% |
| 7D | +7.7% | -3.1% | +10.9% | +9.1% |
| 30D | +12.2% | -0.9% | +13.1% | +12.4% |
| 3M | -15.5% | +9.6% | -25.0% | -19.7% |
| 6M | +39.3% | -11.6% | +51.0% | +44.7% |
| YTD | +35.1% | -12.6% | +47.6% | +39.4% |
| 1Y | +34.0% | +1.2% | +32.8% | +28.9% |
| 3Y | +226.3% | +18.0% | +208.2% | +186.9% |
| 5Y | +6.4% | +101.1% | -94.7% | -30.9% |
| All | -55.8% | +182.2% | -238.0% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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