+1,214.2%
AAPL vs CLSK
-60.8%
+1,275.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +1.6% |
| 7D | +3.8% | +7.7% | -3.9% | +3.7% |
| 30D | +9.9% | +12.2% | -2.3% | +9.6% |
| 3M | +12.5% | -15.5% | +28.0% | +12.6% |
| 6M | +27.6% | +39.3% | -11.7% | +26.4% |
| YTD | +22.6% | +35.1% | -12.5% | +21.2% |
| 1Y | +45.0% | +34.0% | +11.0% | +43.1% |
| 3Y | +87.8% | +226.3% | -138.5% | +80.0% |
| 5Y | +128.7% | +6.4% | +122.3% | +119.3% |
| All | +1,214.2% | -60.8% | +1,275.1% | +1,115.9% |
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