-60.8%
CLSK vs XYL
+121.2%
-182.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.6% |
| 7D | +7.7% | +1.2% | +6.5% | +7.1% |
| 30D | +12.2% | -11.9% | +24.2% | +20.8% |
| 3M | -15.5% | -1.5% | -13.9% | -16.3% |
| 6M | +39.3% | -11.9% | +51.2% | +48.1% |
| YTD | +35.1% | -20.6% | +55.7% | +52.2% |
| 1Y | +34.0% | -23.5% | +57.5% | +55.3% |
| 3Y | +226.3% | +14.9% | +211.4% | +220.3% |
| 5Y | +6.4% | -15.3% | +21.7% | +8.3% |
| All | -60.8% | +121.2% | -182.0% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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