+17.6%
ABNB vs CLSK
+0.7%
+16.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.3% | +0.6% |
| 7D | -6.5% | +7.7% | -14.2% | -7.5% |
| 30D | -5.5% | +12.2% | -17.7% | -7.6% |
| 3M | +30.0% | -15.5% | +45.5% | +30.6% |
| 6M | +27.6% | +39.3% | -11.8% | +17.9% |
| YTD | +25.4% | +35.1% | -9.7% | +14.3% |
| 1Y | +38.3% | +34.0% | +4.3% | +22.4% |
| 3Y | +15.5% | +226.3% | -210.7% | -28.2% |
| 5Y | +3.0% | +6.4% | -3.4% | -33.5% |
| All | +17.6% | +0.7% | +16.9% | -22.3% |
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