+428.7%
CSX vs CLSK
-80.9%
+509.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.6% |
| 7D | +6.0% | +8.0% | -2.0% | +5.9% |
| 30D | +7.8% | -27.9% | +35.7% | +8.1% |
| 3M | +4.1% | -42.3% | +46.4% | +4.6% |
| 6M | +17.9% | -50.0% | +67.9% | +18.6% |
| YTD | +44.9% | -34.3% | +79.2% | +45.0% |
| 1Y | +51.1% | -44.5% | +95.6% | +51.4% |
| 3Y | +78.3% | +74.5% | +3.7% | +75.2% |
| 5Y | +58.1% | -69.0% | +127.1% | +55.6% |
| All | +428.7% | -80.9% | +509.7% | +423.9% |
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