-60.8%
CLSK vs LYB
+34.9%
-95.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +7.2% |
| 7D | +7.7% | +0.3% | +7.5% | +7.6% |
| 30D | +12.2% | +2.5% | +9.8% | +10.6% |
| 3M | -15.5% | +1.4% | -16.8% | -17.1% |
| 6M | +39.3% | -3.5% | +42.8% | +33.2% |
| YTD | +35.1% | +52.0% | -16.9% | +0.1% |
| 1Y | +34.0% | +22.1% | +12.0% | +11.3% |
| 3Y | +226.3% | -22.8% | +249.0% | +243.6% |
| 5Y | +6.4% | -3.4% | +9.7% | +2.1% |
| All | -60.8% | +34.9% | -95.7% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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