-60.8%
CLSK vs SPXS
-99.5%
+38.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.4% | +9.2% | +5.5% |
| 7D | +7.7% | +2.5% | +5.2% | +9.3% |
| 30D | +12.2% | +4.2% | +8.0% | +15.1% |
| 3M | -15.5% | -9.3% | -6.1% | -18.2% |
| 6M | +39.3% | -30.7% | +70.0% | +21.6% |
| YTD | +35.1% | -28.1% | +63.1% | +22.6% |
| 1Y | +34.0% | -35.1% | +69.1% | +19.0% |
| 3Y | +226.3% | -79.6% | +305.8% | +118.0% |
| 5Y | +6.4% | -86.3% | +92.7% | -20.2% |
| All | -60.8% | -99.5% | +38.7% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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