+226.3%
CLSK vs XHB
+23.1%
+203.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +5.0% |
| 7D | +7.7% | -4.6% | +12.4% | +13.6% |
| 30D | +12.2% | -9.1% | +21.4% | +24.5% |
| 3M | -15.5% | -8.6% | -6.9% | -8.5% |
| 6M | +39.3% | -4.0% | +43.4% | +43.0% |
| YTD | +35.1% | -3.9% | +39.0% | +35.3% |
| 1Y | +34.0% | -16.5% | +50.5% | +60.7% |
| 3Y | +226.3% | +22.6% | +203.7% | +142.6% |
| All | +226.3% | +23.1% | +203.2% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling