+226.3%
CLSK vs NRG
+203.5%
+22.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +5.9% |
| 7D | +7.7% | -4.7% | +12.4% | +10.6% |
| 30D | +12.2% | -6.0% | +18.2% | +15.7% |
| 3M | -15.5% | -8.0% | -7.5% | -11.8% |
| 6M | +39.3% | -23.2% | +62.5% | +58.7% |
| YTD | +35.1% | -28.1% | +63.1% | +59.0% |
| 1Y | +34.0% | -27.3% | +61.3% | +58.6% |
| 3Y | +226.3% | +208.7% | +17.6% | +80.0% |
| All | +226.3% | +203.5% | +22.8% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 3y: compounded portfolio wealth divided by compounded NRG 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…
3y analysis · Full analysis span regression · 6 months rolling