+152.0%
GE vs CLSK
-61.4%
+213.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.8% |
| 7D | +1.2% | +21.9% | -20.7% | +0.7% |
| 30D | -9.5% | +9.6% | -19.1% | -9.7% |
| 3M | +4.1% | -18.4% | +22.5% | +4.3% |
| 6M | +3.9% | +46.4% | -42.4% | +2.9% |
| YTD | +9.0% | +33.2% | -24.2% | +8.0% |
| 1Y | +21.9% | +47.0% | -25.1% | +20.3% |
| 3Y | +281.8% | +206.4% | +75.4% | +268.2% |
| 5Y | +436.7% | +5.4% | +431.3% | +417.6% |
| All | +152.0% | -61.4% | +213.4% | +140.4% |
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