-60.8%
CLSK vs NSC
+274.1%
-334.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +7.3% |
| 7D | +7.7% | -2.8% | +10.5% | +9.4% |
| 30D | +12.2% | -4.5% | +16.7% | +14.9% |
| 3M | -15.5% | +3.5% | -19.0% | -18.0% |
| 6M | +39.3% | +8.5% | +30.8% | +31.0% |
| YTD | +35.1% | +12.3% | +22.7% | +23.9% |
| 1Y | +34.0% | +18.9% | +15.1% | +18.6% |
| 3Y | +226.3% | +74.1% | +152.1% | +137.0% |
| 5Y | +6.4% | +43.9% | -37.5% | -13.7% |
| All | -60.8% | +274.1% | -334.9% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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