+377.0%
ORLY vs CLSK
-60.8%
+437.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.8% | -6.4% | +0.3% |
| 7D | -2.4% | +7.7% | -10.1% | -2.4% |
| 30D | -6.8% | +12.2% | -19.0% | -6.8% |
| 3M | -4.8% | -15.5% | +10.7% | -4.7% |
| 6M | -9.1% | +39.3% | -48.4% | -9.3% |
| YTD | -5.9% | +35.1% | -41.0% | -6.2% |
| 1Y | -20.4% | +34.0% | -54.4% | -20.7% |
| 3Y | +36.6% | +226.3% | -189.7% | +35.0% |
| 5Y | +117.3% | +6.4% | +110.9% | +114.6% |
| All | +377.0% | -60.8% | +437.8% | +369.2% |
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