+195.6%
XOM vs CLSK
-60.8%
+256.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | +0.4% |
| 7D | +4.1% | +7.7% | -3.6% | +4.0% |
| 30D | +4.6% | +12.2% | -7.7% | +4.5% |
| 3M | +14.0% | -15.5% | +29.4% | +14.0% |
| 6M | +11.0% | +39.3% | -28.4% | +10.6% |
| YTD | +40.7% | +35.1% | +5.6% | +40.1% |
| 1Y | +52.3% | +34.0% | +18.3% | +51.5% |
| 3Y | +60.5% | +226.3% | -165.8% | +57.8% |
| 5Y | +266.4% | +6.4% | +260.0% | +260.1% |
| All | +195.6% | -60.8% | +256.4% | +192.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling