+211.6%
XLF vs CLSK
-63.3%
+274.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.3% |
| 7D | -2.9% | +1.7% | -4.6% | -2.9% |
| 30D | -1.6% | +11.1% | -12.7% | -1.8% |
| 3M | +9.3% | -14.1% | +23.4% | +9.3% |
| 6M | +14.6% | +32.9% | -18.3% | +13.8% |
| YTD | +4.7% | +26.5% | -21.7% | +4.0% |
| 1Y | +8.6% | +27.6% | -19.0% | +7.6% |
| 3Y | +73.9% | +190.9% | -117.1% | +68.7% |
| 5Y | +65.0% | -0.4% | +65.4% | +60.0% |
| All | +211.6% | -63.3% | +274.9% | +198.0% |
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