+226.3%
CLSK vs NSC
+73.4%
+152.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.9% | +7.7% | +7.5% |
| 7D | +7.7% | -2.8% | +10.5% | +10.1% |
| 30D | +12.2% | -4.5% | +16.7% | +15.9% |
| 3M | -15.5% | +3.5% | -19.0% | -19.3% |
| 6M | +39.3% | +8.5% | +30.8% | +26.5% |
| YTD | +35.1% | +12.3% | +22.7% | +17.7% |
| 1Y | +34.0% | +18.9% | +15.1% | +9.9% |
| 3Y | +226.3% | +74.1% | +152.1% | +81.6% |
| All | +226.3% | +73.4% | +152.9% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling