+141.4%
XLC vs CLSK
-40.1%
+181.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.6% |
| 7D | +0.6% | +21.9% | -21.3% | +0.2% |
| 30D | +0.2% | +9.6% | -9.4% | 0.0% |
| 3M | +0.6% | -18.4% | +19.1% | +0.8% |
| 6M | -4.5% | +46.4% | -50.9% | -5.5% |
| YTD | -4.7% | +33.2% | -37.9% | -5.7% |
| 1Y | -1.7% | +47.0% | -48.7% | -3.1% |
| 3Y | +72.3% | +206.4% | -134.1% | +65.2% |
| 5Y | +37.8% | +5.4% | +32.4% | +31.9% |
| All | +141.4% | -40.1% | +181.5% | +128.1% |
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