-56.4%
CLSK vs EXE
+192.2%
-248.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.1% |
| 7D | +21.9% | -1.8% | +23.7% | +22.8% |
| 30D | +9.6% | +6.4% | +3.2% | +6.3% |
| 3M | -18.4% | +9.2% | -27.6% | -22.3% |
| 6M | +46.4% | -7.0% | +53.3% | +48.8% |
| YTD | +33.2% | -9.5% | +42.7% | +35.6% |
| 1Y | +47.0% | +6.2% | +40.8% | +38.6% |
| 3Y | +206.4% | +20.7% | +185.6% | +167.3% |
| 5Y | +5.4% | +103.6% | -98.2% | -31.7% |
| All | -56.4% | +192.2% | -248.6% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling