+64.3%
XLF vs CLSK
+6.4%
+57.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | +0.2% |
| 7D | -1.5% | +7.7% | -9.2% | -2.0% |
| 30D | -1.2% | +12.2% | -13.4% | -2.1% |
| 3M | +9.2% | -15.5% | +24.6% | +9.6% |
| 6M | +16.3% | +39.3% | -23.0% | +12.1% |
| YTD | +5.4% | +35.1% | -29.6% | +1.1% |
| 1Y | +7.6% | +34.0% | -26.4% | +2.0% |
| 3Y | +74.2% | +226.3% | -152.0% | +40.4% |
| All | +64.3% | +6.4% | +57.9% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling