+2,055.2%
LLY vs CLSK
-80.4%
+2,135.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | +4.6% | +20.4% | -15.8% | +4.6% |
| 30D | +22.4% | -32.6% | +55.0% | +22.4% |
| 3M | +17.1% | -43.8% | +61.0% | +17.2% |
| 6M | +44.6% | -49.2% | +93.9% | +44.7% |
| YTD | +33.5% | -32.4% | +65.9% | +33.4% |
| 1Y | +41.1% | -48.7% | +89.8% | +41.1% |
| 3Y | +143.8% | +82.9% | +60.9% | +144.0% |
| 5Y | +473.4% | -68.1% | +541.4% | +471.9% |
| All | +2,055.2% | -80.4% | +2,135.6% | +2,095.1% |
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