+197.9%
CVX vs CLSK
-61.9%
+259.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | +1.0% | +17.2% | -16.3% | +0.8% |
| 30D | +10.7% | +14.6% | -3.9% | +10.5% |
| 3M | +15.5% | -16.8% | +32.3% | +15.5% |
| 6M | +14.9% | +38.2% | -23.3% | +14.4% |
| YTD | +44.2% | +31.2% | +13.0% | +43.5% |
| 1Y | +43.5% | +37.3% | +6.2% | +42.6% |
| 3Y | +45.0% | +201.8% | -156.9% | +42.1% |
| 5Y | +172.2% | -1.6% | +173.7% | +166.7% |
| All | +197.9% | -61.9% | +259.8% | +191.9% |
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