+112.6%
XLP vs CLSK
-61.9%
+174.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -2.9% | +17.2% | -20.1% | -2.9% |
| 30D | -2.2% | +14.6% | -16.8% | -2.3% |
| 3M | -0.6% | -16.8% | +16.3% | -0.5% |
| 6M | -2.2% | +38.2% | -40.4% | -2.3% |
| YTD | +8.3% | +31.2% | -23.0% | +8.1% |
| 1Y | +5.7% | +37.3% | -31.6% | +5.5% |
| 3Y | +25.7% | +201.8% | -176.2% | +24.9% |
| 5Y | +31.3% | -1.6% | +32.8% | +30.3% |
| All | +112.6% | -61.9% | +174.6% | +112.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling