-67.6%
CLSK vs EXPD
+61.0%
-128.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.7% | +9.5% | +10.3% |
| 7D | -3.4% | -5.5% | +2.1% | +1.4% |
| 30D | -34.2% | -1.9% | -32.3% | -32.6% |
| 3M | -43.8% | +6.1% | -49.9% | -45.5% |
| 6M | -51.3% | +21.6% | -73.0% | -57.5% |
| YTD | -31.7% | +27.9% | -59.6% | -44.5% |
| 1Y | -55.6% | +39.4% | -95.0% | -66.5% |
| 3Y | +87.3% | +72.7% | +14.6% | +9.7% |
| 5Y | -67.6% | +60.3% | -127.9% | -82.7% |
| All | -67.6% | +61.0% | -128.6% | -82.7% |
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