-61.9%
CLSK vs EXPE
+132.6%
-194.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +17.2% | -11.5% | +28.7% | +21.0% |
| 30D | +14.6% | -13.1% | +27.6% | +18.4% |
| 3M | -16.8% | +18.1% | -35.0% | -22.6% |
| 6M | +38.2% | +13.3% | +24.9% | +29.7% |
| YTD | +31.2% | -3.2% | +34.5% | +27.0% |
| 1Y | +37.3% | +26.1% | +11.2% | +20.0% |
| 3Y | +201.8% | +151.7% | +50.1% | +107.1% |
| 5Y | -1.6% | +88.3% | -89.9% | -27.4% |
| All | -61.9% | +132.6% | -194.6% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling