+321.2%
EWY vs CLSK
-63.3%
+384.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.6% | -0.6% | -4.1% |
| 7D | +1.2% | +1.7% | -0.5% | +1.2% |
| 30D | +9.3% | +11.1% | -1.8% | +9.0% |
| 3M | +2.4% | -14.1% | +16.5% | +2.7% |
| 6M | +40.3% | +32.9% | +7.4% | +39.7% |
| YTD | +88.0% | +26.5% | +61.5% | +87.2% |
| 1Y | +143.8% | +27.6% | +116.2% | +142.2% |
| 3Y | +217.8% | +190.9% | +26.9% | +209.9% |
| 5Y | +142.7% | -0.4% | +143.1% | +136.4% |
| All | +321.2% | -63.3% | +384.5% | +310.5% |
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