+226.3%
CLSK vs LEN
-27.3%
+253.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +5.5% |
| 7D | +7.7% | -4.8% | +12.5% | +10.6% |
| 30D | +12.2% | -6.6% | +18.8% | +15.9% |
| 3M | -15.5% | -15.7% | +0.2% | -7.9% |
| 6M | +39.3% | -16.6% | +56.0% | +53.2% |
| YTD | +35.1% | -21.3% | +56.4% | +48.9% |
| 1Y | +34.0% | -42.0% | +76.1% | +80.6% |
| 3Y | +226.3% | -27.9% | +254.2% | +231.0% |
| All | +226.3% | -27.3% | +253.5% | +231.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling