-77.1%
CLSK vs NIO
-51.7%
-25.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -1.1% |
| 7D | +8.0% | -14.5% | +22.4% | +13.9% |
| 30D | -27.9% | -15.0% | -13.0% | -23.6% |
| 3M | -42.3% | -35.6% | -6.7% | -32.8% |
| 6M | -50.0% | -55.7% | +5.7% | -34.1% |
| YTD | -34.3% | -43.1% | +8.8% | -22.0% |
| 1Y | -44.5% | -53.5% | +9.0% | -29.4% |
| 3Y | +74.5% | -59.8% | +134.4% | +107.8% |
| 5Y | -69.0% | -93.2% | +24.2% | -38.5% |
| All | -77.1% | -51.7% | -25.4% | -76.2% |
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