-60.8%
CLSK vs XME
+329.0%
-389.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.7% |
| 7D | +7.7% | -4.2% | +11.9% | +11.9% |
| 30D | +12.2% | -2.7% | +14.9% | +15.0% |
| 3M | -15.5% | -3.9% | -11.5% | -12.3% |
| 6M | +39.3% | -1.0% | +40.3% | +40.6% |
| YTD | +35.1% | +9.8% | +25.3% | +28.1% |
| 1Y | +34.0% | +32.5% | +1.5% | +10.8% |
| 3Y | +226.3% | +124.3% | +101.9% | +90.8% |
| 5Y | +6.4% | +165.8% | -159.4% | -39.1% |
| All | -60.8% | +329.0% | -389.9% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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