+206.4%
CLSK vs EXPD
+66.3%
+140.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +6.7% |
| 7D | +21.9% | -0.9% | +22.8% | +22.2% |
| 30D | +9.6% | +4.1% | +5.5% | +8.1% |
| 3M | -18.4% | +13.8% | -32.2% | -22.5% |
| 6M | +46.4% | +27.3% | +19.1% | +32.3% |
| YTD | +33.2% | +25.4% | +7.8% | +19.4% |
| 1Y | +47.0% | +54.4% | -7.4% | +17.1% |
| 3Y | +206.4% | +67.9% | +138.5% | +123.9% |
| All | +206.4% | +66.3% | +140.1% | +123.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling