+74.5%
CLSK vs EXR
+53.5%
+21.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +8.0% | -0.4% | +8.4% | +8.2% |
| 30D | -27.9% | +18.2% | -46.1% | -33.9% |
| 3M | -42.3% | +7.3% | -49.6% | -44.5% |
| 6M | -50.0% | +13.8% | -63.8% | -54.3% |
| YTD | -34.3% | +25.9% | -60.2% | -43.2% |
| 1Y | -44.5% | +25.8% | -70.3% | -52.1% |
| 3Y | +74.5% | +53.7% | +20.8% | +24.5% |
| All | +74.5% | +53.5% | +21.0% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling