-61.9%
CLSK vs XYL
+122.6%
-184.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.9% |
| 7D | +17.2% | +0.8% | +16.4% | +16.8% |
| 30D | +14.6% | -10.8% | +25.4% | +22.3% |
| 3M | -16.8% | -2.5% | -14.3% | -17.0% |
| 6M | +38.2% | -12.2% | +50.4% | +47.1% |
| YTD | +31.2% | -20.1% | +51.3% | +47.3% |
| 1Y | +37.3% | -20.6% | +58.0% | +55.7% |
| 3Y | +201.8% | +17.3% | +184.5% | +193.2% |
| 5Y | -1.6% | -14.5% | +12.9% | -0.1% |
| All | -61.9% | +122.6% | -184.6% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling