+391.4%
CSX vs CLSK
-61.9%
+453.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -0.6% | +17.2% | -17.8% | -0.8% |
| 30D | -3.2% | +14.6% | -17.8% | -3.4% |
| 3M | +2.6% | -16.8% | +19.4% | +2.7% |
| 6M | +19.8% | +38.2% | -18.4% | +19.1% |
| YTD | +34.7% | +31.2% | +3.4% | +33.8% |
| 1Y | +52.1% | +37.3% | +14.8% | +50.8% |
| 3Y | +68.4% | +201.8% | -133.4% | +64.4% |
| 5Y | +65.1% | -1.6% | +66.7% | +61.0% |
| All | +391.4% | -61.9% | +453.3% | +383.3% |
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