+134.6%
XLP vs CLSK
-81.2%
+215.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.2% |
| 7D | +2.3% | -19.4% | +21.7% | +2.4% |
| 30D | +9.1% | -37.4% | +46.5% | +9.2% |
| 3M | +7.9% | -43.3% | +51.2% | +7.9% |
| 6M | +9.6% | -53.7% | +63.3% | +9.7% |
| YTD | +19.4% | -35.1% | +54.5% | +19.4% |
| 1Y | +22.4% | -56.3% | +78.7% | +22.4% |
| 3Y | +43.2% | +75.7% | -32.5% | +42.4% |
| 5Y | +42.6% | -67.7% | +110.2% | +41.6% |
| All | +134.6% | -81.2% | +215.8% | +135.0% |
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