-0.4%
CLSK vs XLB
+32.8%
-33.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -1.3% |
| 7D | +1.7% | -3.5% | +5.3% | +8.9% |
| 30D | +11.1% | -4.7% | +15.8% | +20.8% |
| 3M | -14.1% | +2.7% | -16.8% | -20.9% |
| 6M | +32.9% | +2.6% | +30.3% | +22.7% |
| YTD | +26.5% | +12.8% | +13.6% | -2.9% |
| 1Y | +27.6% | +14.0% | +13.7% | -3.7% |
| 3Y | +190.9% | +31.5% | +159.4% | +74.0% |
| 5Y | -0.4% | +33.4% | -33.8% | -33.7% |
| All | -0.4% | +32.8% | -33.2% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling