-63.6%
CLSK vs XRT
+125.3%
-189.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | -0.2% |
| 7D | +8.8% | +0.8% | +8.0% | +8.0% |
| 30D | -6.0% | -4.2% | -1.8% | -2.3% |
| 3M | -24.4% | +5.1% | -29.5% | -29.5% |
| 6M | +19.0% | +2.4% | +16.6% | +15.1% |
| YTD | +25.4% | +3.2% | +22.2% | +20.8% |
| 1Y | +39.8% | +1.5% | +38.2% | +37.7% |
| 3Y | +177.7% | +40.6% | +137.1% | +116.6% |
| 5Y | -11.0% | -1.0% | -10.0% | -5.1% |
| All | -63.6% | +125.3% | -189.0% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling