-60.8%
CLSK vs EXR
+172.5%
-233.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.4% |
| 7D | +7.7% | -1.2% | +8.9% | +8.3% |
| 30D | +12.2% | -6.2% | +18.4% | +15.2% |
| 3M | -15.5% | -7.4% | -8.1% | -13.5% |
| 6M | +39.3% | -0.5% | +39.9% | +38.4% |
| YTD | +35.1% | +8.1% | +27.0% | +29.3% |
| 1Y | +34.0% | -2.9% | +36.9% | +34.1% |
| 3Y | +226.3% | +22.9% | +203.3% | +190.3% |
| 5Y | +6.4% | -10.2% | +16.5% | +9.2% |
| All | -60.8% | +172.5% | -233.3% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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