+70.0%
XLE vs CLSK
+80.2%
-10.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.1% |
| 7D | +5.4% | +8.0% | -2.5% | +5.2% |
| 30D | -3.9% | -27.9% | +24.0% | -3.3% |
| 3M | +7.0% | -42.3% | +49.3% | +8.2% |
| 6M | +14.2% | -50.0% | +64.2% | +15.4% |
| YTD | +48.2% | -34.3% | +82.5% | +47.4% |
| 1Y | +47.7% | -44.5% | +92.2% | +47.5% |
| 3Y | +70.0% | +74.5% | -4.5% | +58.4% |
| All | +70.0% | +80.2% | -10.2% | +58.4% |
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