-63.3%
CLSK vs MXL
+228.0%
-291.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -2.5% |
| 7D | +1.7% | +16.6% | -14.9% | -3.9% |
| 30D | +11.1% | +0.5% | +10.6% | +10.0% |
| 3M | -14.1% | -3.6% | -10.5% | -17.5% |
| 6M | +32.9% | +328.0% | -295.1% | -41.5% |
| YTD | +26.5% | +297.8% | -271.3% | -42.9% |
| 1Y | +27.6% | +339.4% | -311.8% | -45.5% |
| 3Y | +190.9% | +201.7% | -10.8% | +24.8% |
| 5Y | -0.4% | +32.8% | -33.1% | -39.3% |
| All | -63.3% | +228.0% | -291.3% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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