+143.7%
XLC vs CLSK
-39.2%
+182.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +0.9% |
| 7D | +0.5% | +7.7% | -7.2% | +0.4% |
| 30D | +2.1% | +12.2% | -10.1% | +1.8% |
| 3M | +0.7% | -15.5% | +16.2% | +0.8% |
| 6M | -3.2% | +39.3% | -42.6% | -4.1% |
| YTD | -3.8% | +35.1% | -38.9% | -4.8% |
| 1Y | -2.0% | +34.0% | -36.1% | -3.3% |
| 3Y | +71.4% | +226.3% | -154.9% | +64.2% |
| 5Y | +40.7% | +6.4% | +34.3% | +34.7% |
| All | +143.7% | -39.2% | +182.9% | +130.2% |
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