-60.8%
CLSK vs EXPE
+139.6%
-200.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.4% | +5.4% | +6.4% |
| 7D | +7.7% | -5.8% | +13.5% | +9.3% |
| 30D | +12.2% | -13.6% | +25.9% | +16.2% |
| 3M | -15.5% | +25.2% | -40.6% | -22.7% |
| 6M | +39.3% | +22.3% | +17.0% | +27.9% |
| YTD | +35.1% | -0.3% | +35.4% | +29.6% |
| 1Y | +34.0% | +27.8% | +6.2% | +16.8% |
| 3Y | +226.3% | +162.4% | +63.8% | +121.1% |
| 5Y | +6.4% | +95.8% | -89.5% | -22.2% |
| All | -60.8% | +139.6% | -200.5% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling