-58.1%
CLSK vs EXPD
+53.8%
-111.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -3.2% | -13.3% | -16.0% |
| 7D | -20.7% | +0.3% | -21.0% | -20.5% |
| 30D | -45.5% | +1.8% | -47.4% | -45.4% |
| 3M | -52.0% | +8.9% | -60.9% | -52.2% |
| 6M | -47.0% | +42.2% | -89.2% | -49.1% |
| YTD | -32.8% | +33.4% | -66.2% | -40.1% |
| 1Y | -58.1% | +47.2% | -105.2% | -65.9% |
| All | -58.1% | +53.8% | -111.9% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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