+207.3%
SHEL vs CLSK
-60.8%
+268.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.8% |
| 7D | +4.1% | +7.7% | -3.6% | +4.0% |
| 30D | +8.4% | +12.2% | -3.9% | +8.2% |
| 3M | +13.7% | -15.5% | +29.2% | +13.8% |
| 6M | +12.7% | +39.3% | -26.6% | +12.2% |
| YTD | +35.3% | +35.1% | +0.2% | +34.6% |
| 1Y | +39.4% | +34.0% | +5.3% | +38.5% |
| 3Y | +71.5% | +226.3% | -154.8% | +67.9% |
| 5Y | +195.0% | +6.4% | +188.6% | +188.7% |
| All | +207.3% | -60.8% | +268.1% | +200.2% |
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