+52.6%
XOM vs CLSK
-58.7%
+111.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -16.6% | +11.9% | -5.0% |
| 7D | -7.0% | -20.7% | +13.7% | -7.5% |
| 30D | +3.2% | -45.5% | +48.7% | +1.5% |
| 3M | +10.7% | -52.0% | +62.7% | +8.8% |
| 6M | +11.6% | -47.0% | +58.6% | +9.9% |
| YTD | +43.5% | -32.8% | +76.3% | +40.9% |
| 1Y | +52.6% | -58.1% | +110.7% | +50.6% |
| All | +52.6% | -58.7% | +111.3% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling