+1.4%
SLB vs CLSK
+202.5%
-201.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -1.9% | +17.2% | -19.1% | -2.8% |
| 30D | +7.8% | +14.6% | -6.8% | +6.7% |
| 3M | +2.7% | -16.8% | +19.5% | +3.1% |
| 6M | +22.2% | +38.2% | -16.0% | +18.1% |
| YTD | +51.1% | +31.2% | +19.9% | +45.9% |
| 1Y | +63.3% | +37.3% | +26.0% | +55.2% |
| All | +1.4% | +202.5% | -201.1% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling