-61.9%
CLSK vs NSC
+277.6%
-339.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.7% |
| 7D | +17.2% | -2.0% | +19.3% | +18.5% |
| 30D | +14.6% | -3.2% | +17.8% | +16.5% |
| 3M | -16.8% | +3.9% | -20.8% | -19.4% |
| 6M | +38.2% | +7.8% | +30.4% | +30.5% |
| YTD | +31.2% | +13.4% | +17.8% | +19.7% |
| 1Y | +37.3% | +20.3% | +17.0% | +20.8% |
| 3Y | +201.8% | +76.1% | +125.7% | +118.0% |
| 5Y | -1.6% | +45.0% | -46.6% | -20.5% |
| All | -61.9% | +277.6% | -339.6% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling