+334.9%
EWY vs CLSK
-60.8%
+395.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.8% | -3.5% | +3.1% |
| 7D | -0.1% | +7.7% | -7.8% | -0.2% |
| 30D | +7.3% | +12.2% | -4.9% | +7.0% |
| 3M | -5.1% | -15.5% | +10.3% | -4.9% |
| 6M | +42.1% | +39.3% | +2.7% | +41.3% |
| YTD | +94.1% | +35.1% | +59.0% | +93.0% |
| 1Y | +147.8% | +34.0% | +113.8% | +145.9% |
| 3Y | +222.9% | +226.3% | -3.3% | +214.3% |
| 5Y | +150.6% | +6.4% | +144.2% | +143.7% |
| All | +334.9% | -60.8% | +395.7% | +323.2% |
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