-53.5%
CLSK vs NIO
-36.8%
-16.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | +21.9% | -6.7% | +28.5% | +24.7% |
| 30D | +9.6% | -20.0% | +29.6% | +18.1% |
| 3M | -18.4% | -30.5% | +12.1% | -7.8% |
| 6M | +46.4% | -20.7% | +67.1% | +55.4% |
| YTD | +33.2% | -25.7% | +58.9% | +43.8% |
| 1Y | +47.0% | -38.6% | +85.6% | +67.7% |
| 3Y | +206.4% | -62.3% | +268.6% | +269.7% |
| 5Y | +5.4% | -90.1% | +95.5% | +85.5% |
| All | -53.5% | -36.8% | -16.7% | -56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling