+272.0%
NEE vs CLSK
-60.8%
+332.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -0.2% |
| 7D | -1.3% | +7.7% | -9.1% | -1.4% |
| 30D | -3.3% | +12.2% | -15.6% | -3.4% |
| 3M | -2.3% | -15.5% | +13.2% | -2.2% |
| 6M | -8.9% | +39.3% | -48.2% | -9.2% |
| YTD | +4.8% | +35.1% | -30.3% | +4.4% |
| 1Y | +18.7% | +34.0% | -15.3% | +18.2% |
| 3Y | +33.2% | +226.3% | -193.0% | +31.4% |
| 5Y | +10.9% | +6.4% | +4.5% | +9.2% |
| All | +272.0% | -60.8% | +332.8% | +274.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling