-60.8%
CLSK vs XHB
+221.3%
-282.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +5.2% |
| 7D | +7.7% | -4.6% | +12.4% | +12.8% |
| 30D | +12.2% | -9.1% | +21.4% | +22.8% |
| 3M | -15.5% | -8.6% | -6.9% | -9.2% |
| 6M | +39.3% | -4.0% | +43.4% | +43.8% |
| YTD | +35.1% | -3.9% | +39.0% | +37.5% |
| 1Y | +34.0% | -16.5% | +50.5% | +56.4% |
| 3Y | +226.3% | +22.6% | +203.7% | +175.6% |
| 5Y | +6.4% | +33.9% | -27.6% | -13.7% |
| All | -60.8% | +221.3% | -282.2% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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