+1,595.8%
LLY vs CLSK
-63.3%
+1,659.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -0.1% |
| 7D | -3.2% | +1.7% | -4.9% | -3.2% |
| 30D | -7.4% | +11.1% | -18.6% | -7.5% |
| 3M | -1.0% | -14.1% | +13.1% | -1.0% |
| 6M | +12.5% | +32.9% | -20.4% | +12.4% |
| YTD | +5.0% | +26.5% | -21.5% | +4.9% |
| 1Y | +49.8% | +27.6% | +22.1% | +49.5% |
| 3Y | +95.5% | +190.9% | -95.4% | +95.5% |
| 5Y | +390.7% | -0.4% | +391.1% | +390.1% |
| All | +1,595.8% | -63.3% | +1,659.1% | +1,626.0% |
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