+427.2%
CSX vs CLSK
-80.2%
+507.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | +1.5% |
| 7D | -0.3% | +1.6% | -1.9% | -0.3% |
| 30D | +8.7% | -32.9% | +41.6% | +9.1% |
| 3M | +4.2% | -40.0% | +44.2% | +4.7% |
| 6M | +16.7% | -51.7% | +68.4% | +17.4% |
| YTD | +44.5% | -31.7% | +76.2% | +44.5% |
| 1Y | +50.3% | -50.8% | +101.1% | +50.8% |
| 3Y | +76.3% | +84.8% | -8.4% | +73.1% |
| 5Y | +58.1% | -67.8% | +126.0% | +55.6% |
| All | +427.2% | -80.2% | +507.4% | +422.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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