-80.9%
CLSK vs EXPE
+120.1%
-201.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.5% |
| 7D | +8.0% | -0.5% | +8.4% | +8.1% |
| 30D | -27.9% | -6.1% | -21.8% | -27.5% |
| 3M | -42.3% | -21.3% | -21.0% | -39.5% |
| 6M | -50.0% | +19.0% | -69.0% | -54.3% |
| YTD | -34.3% | -8.4% | -25.9% | -36.4% |
| 1Y | -44.5% | -2.8% | -41.7% | -47.5% |
| 3Y | +74.5% | +120.8% | -46.2% | +23.2% |
| 5Y | -69.0% | +46.2% | -115.1% | -77.0% |
| All | -80.9% | +120.1% | -201.1% | -89.4% |
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