-60.8%
CLSK vs EXEL
+245.4%
-306.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.3% | +9.1% | +7.1% |
| 7D | +7.7% | -4.9% | +12.6% | +8.4% |
| 30D | +12.2% | +11.4% | +0.8% | +10.7% |
| 3M | -15.5% | +4.9% | -20.4% | -16.0% |
| 6M | +39.3% | +34.4% | +4.9% | +34.3% |
| YTD | +35.1% | +28.0% | +7.0% | +30.8% |
| 1Y | +34.0% | +43.6% | -9.6% | +28.0% |
| 3Y | +226.3% | +155.2% | +71.0% | +192.9% |
| 5Y | +6.4% | +181.2% | -174.8% | -6.0% |
| All | -60.8% | +245.4% | -306.2% | -60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling