+141.8%
XBI vs CLSK
-60.8%
+202.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -0.6% |
| 7D | -4.6% | +7.7% | -12.4% | -4.9% |
| 30D | -2.0% | +12.2% | -14.2% | -2.4% |
| 3M | +17.8% | -15.5% | +33.2% | +18.0% |
| 6M | +23.7% | +39.3% | -15.6% | +22.0% |
| YTD | +28.2% | +35.1% | -6.8% | +26.3% |
| 1Y | +64.0% | +34.0% | +29.9% | +61.0% |
| 3Y | +99.4% | +226.3% | -126.9% | +88.2% |
| 5Y | +19.3% | +6.4% | +13.0% | +12.9% |
| All | +141.8% | -60.8% | +202.6% | +134.0% |
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