-80.9%
CLSK vs UAL
+66.3%
-147.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.0% | -2.1% |
| 7D | +8.0% | -3.0% | +11.0% | +9.4% |
| 30D | -27.9% | +10.5% | -38.4% | -31.2% |
| 3M | -42.3% | -13.5% | -28.8% | -39.1% |
| 6M | -50.0% | +14.2% | -64.2% | -52.9% |
| YTD | -34.3% | -2.2% | -32.0% | -34.5% |
| 1Y | -44.5% | +12.5% | -57.0% | -47.5% |
| 3Y | +74.5% | +186.8% | -112.3% | +22.4% |
| 5Y | -69.0% | +119.4% | -188.3% | -76.7% |
| All | -80.9% | +66.3% | -147.2% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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