-61.9%
CLSK vs XLB
+158.2%
-220.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.2% |
| 7D | +17.2% | -2.9% | +20.2% | +21.4% |
| 30D | +14.6% | -3.4% | +17.9% | +19.0% |
| 3M | -16.8% | +1.6% | -18.4% | -19.5% |
| 6M | +38.2% | +3.6% | +34.5% | +30.9% |
| YTD | +31.2% | +14.2% | +17.0% | +11.2% |
| 1Y | +37.3% | +15.6% | +21.7% | +15.3% |
| 3Y | +201.8% | +33.1% | +168.7% | +128.7% |
| 5Y | -1.6% | +35.0% | -36.6% | -19.9% |
| All | -61.9% | +158.2% | -220.2% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling