+40.7%
ABBV vs CLSK
-58.7%
+99.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -16.6% | +19.7% | +2.3% |
| 7D | +3.1% | -20.7% | +23.8% | +2.1% |
| 30D | +11.6% | -45.5% | +57.1% | +9.0% |
| 3M | +21.7% | -52.0% | +73.7% | +18.6% |
| 6M | +43.5% | -47.0% | +90.5% | +40.3% |
| YTD | +32.9% | -32.8% | +65.7% | +30.3% |
| 1Y | +40.7% | -58.1% | +98.7% | +34.5% |
| All | +40.7% | -58.7% | +99.4% | +34.5% |
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