+115.1%
XLP vs CLSK
-61.4%
+176.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -0.7% |
| 7D | -1.4% | +21.9% | -23.3% | -1.5% |
| 30D | -1.3% | +9.6% | -10.9% | -1.3% |
| 3M | +1.8% | -18.4% | +20.2% | +1.9% |
| 6M | -0.8% | +46.4% | -47.2% | -1.0% |
| YTD | +9.5% | +33.2% | -23.7% | +9.4% |
| 1Y | +7.2% | +47.0% | -39.8% | +6.9% |
| 3Y | +27.1% | +206.4% | -179.2% | +26.3% |
| 5Y | +32.0% | +5.4% | +26.7% | +31.0% |
| All | +115.1% | -61.4% | +176.5% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling