+198.2%
CVX vs CLSK
-60.8%
+259.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | +0.6% |
| 7D | +2.6% | +7.7% | -5.1% | +2.6% |
| 30D | +9.8% | +12.2% | -2.4% | +9.7% |
| 3M | +16.2% | -15.5% | +31.7% | +16.3% |
| 6M | +13.6% | +39.3% | -25.7% | +13.1% |
| YTD | +44.4% | +35.1% | +9.3% | +43.7% |
| 1Y | +40.6% | +34.0% | +6.6% | +39.7% |
| 3Y | +48.2% | +226.3% | -178.1% | +45.2% |
| 5Y | +172.3% | +6.4% | +165.9% | +166.7% |
| All | +198.2% | -60.8% | +259.1% | +192.2% |
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 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