+167.0%
CVX vs CLSK
+6.4%
+160.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | +0.4% |
| 7D | +2.6% | +7.7% | -5.1% | +2.4% |
| 30D | +9.8% | +12.2% | -2.4% | +9.4% |
| 3M | +16.2% | -15.5% | +31.7% | +16.4% |
| 6M | +13.6% | +39.3% | -25.7% | +11.6% |
| YTD | +44.4% | +35.1% | +9.3% | +41.5% |
| 1Y | +40.6% | +34.0% | +6.6% | +36.8% |
| 3Y | +48.2% | +226.3% | -178.1% | +32.0% |
| All | +167.0% | +6.4% | +160.6% | +131.9% |
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 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