+188.8%
SHEL vs CLSK
+6.4%
+182.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.6% |
| 7D | +4.1% | +7.7% | -3.6% | +3.8% |
| 30D | +8.4% | +12.2% | -3.9% | +7.8% |
| 3M | +13.7% | -15.5% | +29.2% | +14.0% |
| 6M | +12.7% | +39.3% | -26.6% | +10.4% |
| YTD | +35.3% | +35.1% | +0.2% | +32.3% |
| 1Y | +39.4% | +34.0% | +5.3% | +35.4% |
| 3Y | +71.5% | +226.3% | -154.8% | +51.3% |
| All | +188.8% | +6.4% | +182.4% | +145.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling