+401.9%
CSX vs CLSK
-63.6%
+465.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -3.4% | +8.8% | -12.2% | -3.5% |
| 30D | -3.1% | -6.0% | +2.9% | -3.0% |
| 3M | +7.2% | -24.4% | +31.5% | +7.4% |
| 6M | +16.2% | +19.0% | -2.9% | +15.7% |
| YTD | +37.5% | +25.4% | +12.2% | +36.7% |
| 1Y | +53.2% | +39.8% | +13.5% | +51.9% |
| 3Y | +68.2% | +177.7% | -109.4% | +64.4% |
| 5Y | +65.2% | -11.0% | +76.2% | +61.2% |
| All | +401.9% | -63.6% | +465.6% | +394.0% |
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