-80.9%
CLSK vs EXPD
+326.9%
-407.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.3% | -2.6% |
| 7D | +8.0% | +5.5% | +2.4% | +5.3% |
| 30D | -27.9% | -0.8% | -27.1% | -27.0% |
| 3M | -42.3% | +4.1% | -46.4% | -43.0% |
| 6M | -50.0% | +25.7% | -75.7% | -55.3% |
| YTD | -34.3% | +31.4% | -65.7% | -43.7% |
| 1Y | -44.5% | +42.2% | -86.7% | -54.5% |
| 3Y | +74.5% | +77.2% | -2.6% | +24.2% |
| 5Y | -69.0% | +61.0% | -130.0% | -77.6% |
| All | -80.9% | +326.9% | -407.8% | -91.8% |
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