-60.8%
CLSK vs LNG
+675.8%
-736.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.8% |
| 7D | +7.7% | -4.7% | +12.4% | +8.8% |
| 30D | +12.2% | +3.8% | +8.4% | +10.9% |
| 3M | -15.5% | +16.2% | -31.6% | -19.1% |
| 6M | +39.3% | +11.7% | +27.7% | +32.8% |
| YTD | +35.1% | +44.2% | -9.1% | +20.0% |
| 1Y | +34.0% | +18.6% | +15.5% | +25.5% |
| 3Y | +226.3% | +77.4% | +148.8% | +175.0% |
| 5Y | +6.4% | +232.3% | -225.9% | -19.3% |
| All | -60.8% | +675.8% | -736.6% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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