+168.0%
XLE vs CLSK
-63.6%
+231.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -0.9% |
| 7D | +2.2% | +8.8% | -6.6% | +2.1% |
| 30D | +11.8% | -6.0% | +17.8% | +11.8% |
| 3M | +9.8% | -24.4% | +34.2% | +10.0% |
| 6M | +15.6% | +19.0% | -3.5% | +15.2% |
| YTD | +45.3% | +25.4% | +19.9% | +44.5% |
| 1Y | +48.3% | +39.8% | +8.5% | +47.2% |
| 3Y | +55.4% | +177.7% | -122.2% | +52.3% |
| 5Y | +216.1% | -11.0% | +227.1% | +209.5% |
| All | +168.0% | -63.6% | +231.7% | +164.9% |
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