-60.8%
CLSK vs XEL
+159.4%
-220.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | +7.7% | -0.3% | +8.0% | +7.8% |
| 30D | +12.2% | -3.9% | +16.2% | +13.0% |
| 3M | -15.5% | -2.8% | -12.6% | -15.1% |
| 6M | +39.3% | -5.4% | +44.7% | +40.4% |
| YTD | +35.1% | +3.8% | +31.3% | +34.3% |
| 1Y | +34.0% | +6.8% | +27.2% | +33.1% |
| 3Y | +226.3% | +45.6% | +180.7% | +210.1% |
| 5Y | +6.4% | +30.7% | -24.3% | +2.6% |
| All | -60.8% | +159.4% | -220.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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