-44.2%
CLSK vs USHY
+49.7%
-93.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.7% |
| 7D | +7.7% | -0.7% | +8.4% | +10.7% |
| 30D | +12.2% | -0.7% | +12.9% | +15.3% |
| 3M | -15.5% | +0.1% | -15.5% | -15.2% |
| 6M | +39.3% | +1.8% | +37.6% | +33.1% |
| YTD | +35.1% | +1.8% | +33.3% | +30.1% |
| 1Y | +34.0% | +3.3% | +30.7% | +23.3% |
| 3Y | +226.3% | +27.0% | +199.3% | +58.6% |
| 5Y | +6.4% | +21.0% | -14.6% | -33.1% |
| All | -44.2% | +49.7% | -93.9% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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