+43.3%
SHEL vs CLSK
-58.7%
+102.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.6% | +14.3% | -1.9% |
| 7D | -3.2% | -20.7% | +17.6% | -2.8% |
| 30D | +5.5% | -45.5% | +51.0% | +6.7% |
| 3M | +14.4% | -52.0% | +66.4% | +16.0% |
| 6M | +16.2% | -47.0% | +63.1% | +16.4% |
| YTD | +42.4% | -32.8% | +75.2% | +40.0% |
| 1Y | +43.3% | -58.1% | +101.3% | +43.0% |
| All | +43.3% | -58.7% | +102.0% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling