+261.4%
UNP vs CLSK
-60.8%
+322.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.8% | -7.3% | -0.5% |
| 7D | -1.8% | +7.7% | -9.5% | -1.9% |
| 30D | -2.7% | +12.2% | -15.0% | -2.8% |
| 3M | +6.5% | -15.5% | +22.0% | +6.5% |
| 6M | +14.4% | +39.3% | -25.0% | +13.9% |
| YTD | +24.8% | +35.1% | -10.3% | +24.2% |
| 1Y | +34.4% | +34.0% | +0.4% | +33.6% |
| 3Y | +43.6% | +226.3% | -182.7% | +41.2% |
| 5Y | +53.2% | +6.4% | +46.8% | +50.5% |
| All | +261.4% | -60.8% | +322.3% | +261.5% |
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