+24.3%
XLP vs CLSK
-58.7%
+83.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -16.6% | +19.9% | +2.7% |
| 7D | +5.9% | -20.7% | +26.6% | +5.2% |
| 30D | +13.5% | -45.5% | +59.0% | +11.8% |
| 3M | +8.4% | -52.0% | +60.4% | +6.7% |
| 6M | +11.5% | -47.0% | +58.5% | +9.7% |
| YTD | +20.6% | -32.8% | +53.4% | +18.0% |
| 1Y | +24.3% | -58.1% | +82.4% | +21.8% |
| All | +24.3% | -58.7% | +83.0% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling