+1,635.6%
LLY vs CLSK
-63.6%
+1,699.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | -2.1% | +8.8% | -11.0% | -2.2% |
| 30D | -1.6% | -6.0% | +4.4% | -1.6% |
| 3M | +2.3% | -24.4% | +26.7% | +2.3% |
| 6M | +14.9% | +19.0% | -4.2% | +14.8% |
| YTD | +7.5% | +25.4% | -17.9% | +7.4% |
| 1Y | +55.7% | +39.8% | +15.9% | +55.4% |
| 3Y | +110.6% | +177.7% | -67.1% | +110.7% |
| 5Y | +363.4% | -11.0% | +374.4% | +362.7% |
| All | +1,635.6% | -63.6% | +1,699.2% | +1,666.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling