+87.8%
AAPL vs CLSK
+211.4%
-123.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +1.4% |
| 7D | +3.8% | +7.7% | -3.9% | +3.5% |
| 30D | +9.9% | +12.2% | -2.3% | +9.2% |
| 3M | +12.5% | -15.5% | +28.0% | +12.9% |
| 6M | +27.6% | +39.3% | -11.7% | +24.3% |
| YTD | +22.6% | +35.1% | -12.5% | +18.8% |
| 1Y | +45.0% | +34.0% | +11.0% | +39.1% |
| 3Y | +87.8% | +226.3% | -138.5% | +68.7% |
| All | +87.8% | +211.4% | -123.6% | +68.7% |
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