+17.1%
OXY vs CLSK
-60.8%
+77.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | +0.4% |
| 7D | +2.8% | +7.7% | -4.9% | +2.7% |
| 30D | +5.5% | +12.2% | -6.8% | +5.2% |
| 3M | +11.3% | -15.5% | +26.8% | +11.4% |
| 6M | +11.6% | +39.3% | -27.7% | +10.4% |
| YTD | +51.6% | +35.1% | +16.5% | +49.7% |
| 1Y | +36.2% | +34.0% | +2.2% | +34.2% |
| 3Y | +1.7% | +226.3% | -224.5% | -3.1% |
| 5Y | +164.5% | +6.4% | +158.1% | +152.6% |
| All | +17.1% | -60.8% | +77.9% | +11.1% |
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 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