-61.9%
CLSK vs XYZ
+561.7%
-623.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | +17.2% | -3.7% | +20.9% | +19.4% |
| 30D | +14.6% | +0.5% | +14.0% | +13.6% |
| 3M | -16.8% | +16.3% | -33.1% | -23.8% |
| 6M | +38.2% | +21.1% | +17.0% | +24.1% |
| YTD | +31.2% | +22.0% | +9.2% | +15.8% |
| 1Y | +37.3% | +5.2% | +32.2% | +31.8% |
| 3Y | +201.8% | +49.6% | +152.2% | +148.4% |
| 5Y | -1.6% | -68.4% | +66.9% | +33.1% |
| All | -61.9% | +561.7% | -623.6% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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