-52.9%
CLSK vs NIO
-38.5%
-14.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.7% |
| 7D | +7.7% | -2.9% | +10.6% | +8.9% |
| 30D | +12.2% | -18.7% | +31.0% | +20.4% |
| 3M | -15.5% | -29.4% | +14.0% | -4.9% |
| 6M | +39.3% | -32.5% | +71.9% | +57.4% |
| YTD | +35.1% | -27.6% | +62.7% | +47.3% |
| 1Y | +34.0% | -39.2% | +73.2% | +54.1% |
| 3Y | +226.3% | -64.3% | +290.5% | +301.9% |
| 5Y | +6.4% | -90.3% | +96.7% | +88.9% |
| All | -52.9% | -38.5% | -14.4% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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