+399.0%
CSX vs CLSK
-82.3%
+481.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.5% | -11.8% | -3.5% |
| 7D | -5.5% | -19.7% | +14.2% | -5.3% |
| 30D | +4.9% | -46.5% | +51.5% | +5.7% |
| 3M | -2.9% | -51.7% | +48.8% | -2.1% |
| 6M | +8.3% | -57.5% | +65.9% | +9.2% |
| YTD | +36.7% | -39.1% | +75.9% | +37.0% |
| 1Y | +41.5% | -60.0% | +101.5% | +42.3% |
| 3Y | +68.6% | +42.9% | +25.7% | +66.0% |
| 5Y | +48.4% | -69.9% | +118.4% | +46.2% |
| All | +399.0% | -82.3% | +481.3% | +394.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling