-15.6%
SLB vs CLSK
-80.9%
+65.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.5% |
| 7D | +3.5% | +8.0% | -4.4% | +3.4% |
| 30D | +6.5% | -27.9% | +34.4% | +6.9% |
| 3M | -0.2% | -42.3% | +42.0% | +0.3% |
| 6M | -5.7% | -50.0% | +44.3% | -5.2% |
| YTD | +36.8% | -34.3% | +71.1% | +37.0% |
| 1Y | +45.8% | -44.5% | +90.3% | +46.1% |
| 3Y | +3.4% | +74.5% | -71.2% | +1.7% |
| 5Y | +76.1% | -69.0% | +145.1% | +73.7% |
| All | -15.6% | -80.9% | +65.4% | -15.6% |
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