+266.6%
UNP vs CLSK
-61.4%
+328.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.5% |
| 7D | -0.7% | +21.9% | -22.6% | -0.9% |
| 30D | -1.1% | +9.6% | -10.7% | -1.2% |
| 3M | +7.9% | -18.4% | +26.3% | +7.9% |
| 6M | +14.6% | +46.4% | -31.7% | +14.1% |
| YTD | +26.6% | +33.2% | -6.6% | +26.0% |
| 1Y | +35.6% | +47.0% | -11.4% | +34.7% |
| 3Y | +45.5% | +206.4% | -160.9% | +43.1% |
| 5Y | +50.0% | +5.4% | +44.6% | +47.3% |
| All | +266.6% | -61.4% | +328.0% | +266.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling