-60.8%
CLSK vs LEN
+122.2%
-183.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.7% |
| 7D | +7.7% | -4.8% | +12.5% | +10.2% |
| 30D | +12.2% | -6.6% | +18.8% | +15.4% |
| 3M | -15.5% | -15.7% | +0.2% | -9.4% |
| 6M | +39.3% | -16.6% | +56.0% | +50.9% |
| YTD | +35.1% | -21.3% | +56.4% | +48.0% |
| 1Y | +34.0% | -42.0% | +76.1% | +69.3% |
| 3Y | +226.3% | -27.9% | +254.2% | +271.4% |
| 5Y | +6.4% | -10.7% | +17.1% | +10.4% |
| All | -60.8% | +122.2% | -183.1% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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