+92.7%
LLY vs CLSK
+202.5%
-109.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.1% |
| 7D | -3.1% | +17.2% | -20.3% | -3.6% |
| 30D | -8.6% | +14.6% | -23.2% | -9.1% |
| 3M | -1.6% | -16.8% | +15.2% | -1.3% |
| 6M | +11.8% | +38.2% | -26.4% | +9.5% |
| YTD | +5.1% | +31.2% | -26.1% | +2.7% |
| 1Y | +50.7% | +37.3% | +13.4% | +45.1% |
| All | +92.7% | +202.5% | -109.8% | +65.9% |
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