-60.8%
CLSK vs XLB
+156.0%
-216.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.3% |
| 7D | +7.7% | -2.8% | +10.6% | +11.6% |
| 30D | +12.2% | -3.1% | +15.3% | +16.3% |
| 3M | -15.5% | -0.2% | -15.3% | -16.6% |
| 6M | +39.3% | +3.1% | +36.3% | +33.0% |
| YTD | +35.1% | +13.3% | +21.8% | +15.8% |
| 1Y | +34.0% | +12.0% | +22.0% | +17.0% |
| 3Y | +226.3% | +31.4% | +194.8% | +151.3% |
| 5Y | +6.4% | +33.9% | -27.5% | -12.5% |
| All | -60.8% | +156.0% | -216.9% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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