+41.9%
XLP vs CLSK
+33.6%
+8.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.5% | -9.7% | -1.2% |
| 7D | +0.7% | -19.7% | +20.4% | +0.7% |
| 30D | +10.3% | -46.5% | +56.8% | +10.2% |
| 3M | +6.5% | -51.7% | +58.2% | +6.5% |
| 6M | +8.4% | -57.5% | +65.9% | +8.3% |
| YTD | +18.2% | -39.1% | +57.3% | +17.5% |
| 1Y | +22.4% | -60.0% | +82.4% | +22.1% |
| 3Y | +41.9% | +42.9% | -1.0% | +36.4% |
| All | +41.9% | +33.6% | +8.3% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling