+3.3%
CLSK vs EXR
-11.7%
+15.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.1% | +0.3% |
| 7D | +17.2% | -3.1% | +20.3% | +19.8% |
| 30D | +14.6% | -7.5% | +22.1% | +20.8% |
| 3M | -16.8% | -7.5% | -9.3% | -13.7% |
| 6M | +38.2% | -5.2% | +43.4% | +40.8% |
| YTD | +31.2% | +6.5% | +24.7% | +22.4% |
| 1Y | +37.3% | -2.0% | +39.4% | +35.7% |
| 3Y | +201.8% | +21.5% | +180.3% | +132.9% |
| All | +3.3% | -11.7% | +15.1% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling