+44.3%
UNP vs CLSK
+191.6%
-147.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.5% |
| 7D | -1.2% | +1.7% | -2.9% | -1.2% |
| 30D | -2.0% | +11.1% | -13.1% | -2.4% |
| 3M | +7.5% | -14.1% | +21.6% | +7.7% |
| 6M | +15.3% | +32.9% | -17.6% | +13.2% |
| YTD | +25.4% | +26.5% | -1.1% | +22.7% |
| 1Y | +35.6% | +27.6% | +8.0% | +31.3% |
| All | +44.3% | +191.6% | -147.3% | +26.6% |
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 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