+140.4%
EEM vs CLSK
-63.3%
+203.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.6% | +1.5% | -2.1% |
| 7D | -0.7% | +1.7% | -2.4% | -0.7% |
| 30D | +2.4% | +11.1% | -8.7% | +2.2% |
| 3M | +4.2% | -14.1% | +18.3% | +4.3% |
| 6M | +14.8% | +32.9% | -18.1% | +14.1% |
| YTD | +23.1% | +26.5% | -3.4% | +22.3% |
| 1Y | +32.5% | +27.6% | +4.9% | +31.4% |
| 3Y | +85.9% | +190.9% | -105.0% | +80.6% |
| 5Y | +43.6% | -0.4% | +44.0% | +39.5% |
| All | +140.4% | -63.3% | +203.7% | +129.4% |
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