+33.6%
XLY vs CLSK
+211.4%
-177.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.9% | +0.3% |
| 7D | -1.7% | +7.7% | -9.4% | -2.3% |
| 30D | -4.2% | +12.2% | -16.4% | -5.3% |
| 3M | -2.7% | -15.5% | +12.8% | -2.2% |
| 6M | -0.6% | +39.3% | -40.0% | -4.8% |
| YTD | -5.0% | +35.1% | -40.1% | -9.5% |
| 1Y | -4.1% | +34.0% | -38.1% | -10.1% |
| 3Y | +33.6% | +226.3% | -192.7% | +4.6% |
| All | +33.6% | +211.4% | -177.8% | +4.6% |
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