-63.6%
CLSK vs EXPD
+313.7%
-377.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.4% |
| 7D | +8.8% | -1.1% | +10.0% | +9.5% |
| 30D | -6.0% | +4.1% | -10.1% | -7.7% |
| 3M | -24.4% | +17.9% | -42.3% | -30.7% |
| 6M | +19.0% | +29.2% | -10.2% | +3.4% |
| YTD | +25.4% | +27.4% | -2.0% | +8.3% |
| 1Y | +39.8% | +56.8% | -17.1% | +6.7% |
| 3Y | +177.7% | +68.0% | +109.6% | +102.0% |
| 5Y | -11.0% | +61.9% | -72.9% | -35.6% |
| All | -63.6% | +313.7% | -377.4% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling