+42.2%
LLY vs CLSK
-48.8%
+91.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.0% | +1.2% |
| 7D | +6.7% | +8.0% | -1.2% | +6.8% |
| 30D | +19.6% | -27.9% | +47.5% | +19.0% |
| 3M | +19.7% | -42.3% | +62.0% | +19.0% |
| 6M | +42.7% | -50.0% | +92.7% | +41.7% |
| YTD | +35.1% | -34.3% | +69.4% | +31.5% |
| 1Y | +42.2% | -44.5% | +86.7% | +36.8% |
| All | +42.2% | -48.8% | +91.0% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling