+17.2%
ABNB vs CLSK
-2.1%
+19.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.6% |
| 7D | -7.4% | +17.2% | -24.6% | -9.6% |
| 30D | -8.2% | +14.6% | -22.7% | -10.5% |
| 3M | +29.1% | -16.8% | +46.0% | +29.9% |
| 6M | +26.6% | +38.2% | -11.6% | +17.1% |
| YTD | +25.0% | +31.2% | -6.2% | +14.5% |
| 1Y | +37.0% | +37.3% | -0.3% | +20.7% |
| 3Y | +16.3% | +201.8% | -185.5% | -26.7% |
| 5Y | +2.2% | -1.6% | +3.7% | -33.5% |
| All | +17.2% | -2.1% | +19.4% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling