+65.5%
CSX vs CLSK
-1.2%
+66.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.1% | -1.2% |
| 7D | +0.6% | +21.9% | -21.3% | -0.7% |
| 30D | -2.3% | +9.6% | -11.9% | -3.0% |
| 3M | +4.3% | -18.4% | +22.7% | +4.9% |
| 6M | +23.4% | +46.4% | -23.0% | +19.0% |
| YTD | +36.4% | +33.2% | +3.2% | +31.5% |
| 1Y | +53.0% | +47.0% | +6.0% | +45.2% |
| 3Y | +70.6% | +206.4% | -135.7% | +43.5% |
| 5Y | +65.5% | +5.4% | +60.1% | +32.2% |
| All | +65.5% | -1.2% | +66.7% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling