+5.4%
CLSK vs EXPD
+60.9%
-55.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.5% | +7.7% | +7.2% |
| 7D | +21.9% | -0.9% | +22.8% | +22.6% |
| 30D | +9.6% | +4.1% | +5.5% | +6.7% |
| 3M | -18.4% | +13.8% | -32.2% | -26.1% |
| 6M | +46.4% | +27.3% | +19.1% | +21.2% |
| YTD | +33.2% | +25.4% | +7.8% | +8.9% |
| 1Y | +47.0% | +54.4% | -7.4% | -0.7% |
| 3Y | +206.4% | +67.9% | +138.5% | +83.6% |
| 5Y | +5.4% | +59.2% | -53.8% | -38.6% |
| All | +5.4% | +60.9% | -55.5% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling