-0.4%
CLSK vs XRT
-4.5%
+4.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.3% |
| 7D | +1.7% | -3.6% | +5.3% | +7.9% |
| 30D | +11.1% | -6.7% | +17.8% | +23.0% |
| 3M | -14.1% | -1.4% | -12.7% | -15.4% |
| 6M | +32.9% | +1.7% | +31.2% | +24.7% |
| YTD | +26.5% | -1.5% | +28.0% | +26.4% |
| 1Y | +27.6% | -2.5% | +30.1% | +30.0% |
| 3Y | +190.9% | +39.9% | +151.0% | +72.1% |
| 5Y | -0.4% | -2.6% | +2.2% | +12.5% |
| All | -0.4% | -4.5% | +4.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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