-80.2%
CLSK vs EXPD
+315.5%
-395.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.7% | +9.5% | +10.8% |
| 7D | -3.4% | -5.5% | +2.1% | +0.1% |
| 30D | -34.2% | -1.9% | -32.3% | -33.0% |
| 3M | -43.8% | +6.1% | -49.9% | -45.1% |
| 6M | -51.3% | +21.6% | -73.0% | -55.8% |
| YTD | -31.7% | +27.9% | -59.6% | -40.8% |
| 1Y | -55.6% | +39.4% | -95.0% | -63.3% |
| 3Y | +87.3% | +72.7% | +14.6% | +34.9% |
| 5Y | -67.6% | +60.3% | -127.9% | -76.4% |
| All | -80.2% | +315.5% | -395.7% | -91.4% |
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