-58.1%
CLSK vs EXEL
+92.4%
-150.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.6% | -17.2% | -16.8% |
| 7D | -20.7% | +9.8% | -30.5% | -23.5% |
| 30D | -45.5% | +23.6% | -69.1% | -49.8% |
| 3M | -52.0% | +29.9% | -81.9% | -56.7% |
| 6M | -47.0% | +64.7% | -111.7% | -57.5% |
| YTD | -32.8% | +66.0% | -98.8% | -47.6% |
| 1Y | -58.1% | +92.0% | -150.0% | -71.0% |
| All | -58.1% | +92.4% | -150.5% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling