-8.5%
SLB vs CLSK
-63.3%
+54.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.8% |
| 7D | -2.4% | +1.7% | -4.2% | -2.5% |
| 30D | +4.9% | +11.1% | -6.2% | +4.7% |
| 3M | +1.4% | -14.1% | +15.5% | +1.5% |
| 6M | +17.6% | +32.9% | -15.3% | +17.0% |
| YTD | +48.3% | +26.5% | +21.8% | +47.4% |
| 1Y | +58.7% | +27.6% | +31.1% | +57.4% |
| 3Y | +0.6% | +190.9% | -190.4% | -1.7% |
| 5Y | +133.6% | -0.4% | +134.0% | +128.3% |
| All | -8.5% | -63.3% | +54.8% | -9.2% |
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 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