+83.7%
ACN vs CLSK
-60.8%
+144.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.8% | -3.4% | +3.3% |
| 7D | -1.5% | +7.7% | -9.2% | -1.6% |
| 30D | +2.1% | +12.2% | -10.1% | +1.9% |
| 3M | +11.1% | -15.5% | +26.6% | +11.1% |
| 6M | -6.8% | +39.3% | -46.2% | -7.5% |
| YTD | -30.0% | +35.1% | -65.1% | -30.6% |
| 1Y | -23.1% | +34.0% | -57.1% | -23.9% |
| 3Y | -40.4% | +226.3% | -266.6% | -42.3% |
| 5Y | -41.6% | +6.4% | -48.0% | -43.5% |
| All | +83.7% | -60.8% | +144.5% | +78.2% |
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 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