-60.8%
CLSK vs EXPD
+322.1%
-382.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.0% |
| 7D | +7.7% | +2.0% | +5.7% | +6.7% |
| 30D | +12.2% | +4.4% | +7.8% | +9.9% |
| 3M | -15.5% | +15.7% | -31.2% | -21.8% |
| 6M | +39.3% | +37.5% | +1.9% | +17.4% |
| YTD | +35.1% | +29.9% | +5.2% | +15.6% |
| 1Y | +34.0% | +57.8% | -23.8% | +2.1% |
| 3Y | +226.3% | +71.6% | +154.6% | +134.9% |
| 5Y | +6.4% | +62.2% | -55.9% | -23.5% |
| All | -60.8% | +322.1% | -382.9% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling