+116.5%
XLP vs CLSK
-63.6%
+180.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -1.0% | +8.8% | -9.9% | -1.0% |
| 30D | -0.9% | -6.0% | +5.1% | -0.9% |
| 3M | +3.8% | -24.4% | +28.2% | +3.9% |
| 6M | -1.7% | +19.0% | -20.8% | -1.8% |
| YTD | +10.3% | +25.4% | -15.1% | +10.1% |
| 1Y | +7.8% | +39.8% | -32.0% | +7.6% |
| 3Y | +27.2% | +177.7% | -150.5% | +26.4% |
| 5Y | +32.5% | -11.0% | +43.5% | +31.5% |
| All | +116.5% | -63.6% | +180.2% | +116.7% |
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 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