-60.8%
CLSK vs INCY
+18.3%
-79.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.5% | +8.3% | +6.9% |
| 7D | +7.7% | -4.2% | +11.9% | +8.0% |
| 30D | +12.2% | +0.6% | +11.7% | +12.2% |
| 3M | -15.5% | +12.6% | -28.1% | -16.4% |
| 6M | +39.3% | +28.3% | +11.0% | +36.4% |
| YTD | +35.1% | +23.0% | +12.1% | +32.7% |
| 1Y | +34.0% | +41.0% | -6.9% | +30.7% |
| 3Y | +226.3% | +88.6% | +137.7% | +213.2% |
| 5Y | +6.4% | +70.8% | -64.4% | +1.9% |
| All | -60.8% | +18.3% | -79.1% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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