+25.6%
HYG vs CLSK
+211.4%
-185.7%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.1% |
| 7D | -0.7% | +7.7% | -8.4% | -0.8% |
| 30D | -0.7% | +12.2% | -13.0% | -1.0% |
| 3M | -0.2% | -15.5% | +15.3% | -0.1% |
| 6M | +1.4% | +39.3% | -37.9% | +0.5% |
| YTD | +1.5% | +35.1% | -33.6% | +0.4% |
| 1Y | +2.9% | +34.0% | -31.1% | +1.5% |
| 3Y | +25.6% | +226.3% | -200.6% | +18.1% |
| All | +25.6% | +211.4% | -185.7% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling