+143.6%
GE vs CLSK
-60.8%
+204.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -6.9% | -0.3% |
| 7D | -4.0% | +7.7% | -11.7% | -4.1% |
| 30D | -11.4% | +12.2% | -23.6% | -11.7% |
| 3M | -2.6% | -15.5% | +12.8% | -2.5% |
| 6M | -0.3% | +39.3% | -39.7% | -1.2% |
| YTD | +5.4% | +35.1% | -29.7% | +4.3% |
| 1Y | +15.5% | +34.0% | -18.5% | +14.1% |
| 3Y | +260.8% | +226.3% | +34.5% | +247.6% |
| 5Y | +421.6% | +6.4% | +415.3% | +402.9% |
| All | +143.6% | -60.8% | +204.4% | +132.3% |
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