+140.8%
LLY vs CLSK
+80.2%
+60.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.0% | +1.3% |
| 7D | +6.7% | +8.0% | -1.2% | +6.5% |
| 30D | +19.6% | -27.9% | +47.5% | +20.3% |
| 3M | +19.7% | -42.3% | +62.0% | +21.0% |
| 6M | +42.7% | -50.0% | +92.7% | +44.3% |
| YTD | +35.1% | -34.3% | +69.4% | +34.4% |
| 1Y | +42.2% | -44.5% | +86.7% | +41.7% |
| 3Y | +140.8% | +74.5% | +66.2% | +122.8% |
| All | +140.8% | +80.2% | +60.6% | +122.8% |
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 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